Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/360980
Type: Artigo
Title: An evolving possibilistic fuzzy modeling approach for value-at-Risk estimation
Author: Maciel, Leandro
Ballini, Rosangela
Gomide, Fernando
Abstract: Market risk exposure plays a key role in risk management. A way to measure risk exposure is to evaluate the losses likely to incur when the assets prices of a portfolio decline. Most financial institutions rely on Value-at-Risk (VaR) estimates to measure
Subject: Valor em Risco (VaR)
Sistemas fuzzy
Avaliação de riscos
Finanças
Country: Países Baixos
Editor: Elsevier
Rights: Fechado
Identifier DOI: 10.1016/j.asoc.2017.04.028
Address: https://www.sciencedirect.com/science/article/pii/S1568494617302004
Date Issue: 2017
Appears in Collections:IE - Artigos e Outros Documentos

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