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Value at Risk Implementation in Business Practice

  1. Title Value at Risk Implementation in Business Practice
    TranslationImplementácia hodnoty v riziku v obchodnej praxi
    Author infoEduard Skrypachov, Juraj Till
    Author Skrypachov Eduard EUBPHFKKM - Katedra kvantitatívnych metód PHF
    Co-authors Till Juraj EUBPHFKMA - Katedra manažmentu PHF
    Source document EDAMBA 2021 : International Scientific Conference for Doctoral Students and Post-Doctoral Scholars : COVID-19 Recovery: The Need for Speed : Conference Proceedings; Bratislava, 16 November 2021. Pp. 453-464 online. - Bratislava : Vydavateľstvo EKONÓM, 2022 / Kuběnková Dana ; Zeman Jakub ; Puškárová Paula ; Augustín Michael ; Badura Peter ; Belkovicsová Daša ; EDAMBA 2021 International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. ISBN 978-80-225-4930-1
    DOI 10.53465/EDAMBA.2021.9788022549301.453-464
    Document kindschedule of articles from year books
    LanguageEnglish
    Country of EditionSlovak Republic
    Keywords mena virtuálna * riziko * model Value at Risk
    AnnotationHodnota rizika (Value at Risk - VAR) ako ukazovateľ rizika. Užitočnosť troch modelov odhadu VAR na trhu s kryptomenami. Prístup odhadu VAR na určenie maximálnej straty na trhu s kryptomenami.
    Public work categoryReports at home scientific conferences
    DatabasePUBLIKAČNÁ ČINNOSŤ
    No. of Archival CopyE22 00138-005, kópia plného textu

    File nameSizeTyp prístupu
    Plný text PDF484.1 KBpublicly available
Number of the records: 1  

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