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Title Сreation of the securities portfolio risk estimation model
Authors Oliinyk, V.V.
ORCID
Keywords
Type Conference Papers
Date of Issue 2010
URI http://essuir.sumdu.edu.ua/handle/123456789/4275
Publisher Видавництво СумДУ
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Citation Oliinyk, V.V. Сreation of the securities portfolio risk estimation model [Текст] / V.V. Oliinyk, S. P. Shapovalov // Інформатика, математика, механіка : матеріали та програма IV Міжвузівської науково-технічної конференції викладачів, співробітників, аспірантів і студентів (Суми, 19-23 квітня 2010 року) / Відп. за вип. С.І.Проценко. — Суми : СумДУ, 2010. — С.80-81.
Abstract The market risk is possibility of discrepancy of characteristics of an economic condition of object to the values expected by persons, making the decision under the influence of market factors. Applying the concept VaR (value at risk), the concept of risk connected with possibility only of failures, losses and negative consequences is usually used. When you are citing the document, use the following link http://essuir.sumdu.edu.ua/handle/123456789/4275
Appears in Collections: Наукові видання (ЕлІТ)

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