Expert Systems in Finance 2019
DOI: 10.4324/9780429024061-1
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Theoretical and practical foundations of liquidity-adjusted value-at-risk (LVaR)

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“…For this research, the risk is considered in the framework of the portfolio theory, which provides quantitative responses for decision-making. The formalization and the quantification of the risk indicators are successfully applied in the portfolio theory ( Sharpe, 1999 ; Janabi, 2019 ; Malz, 2011 ; Du Plessis, Van Rensburg, 2020 ). The risk has a stochastic nature and its management has to consider this random behavior ( Šimovi'c and Tafro, 2021 , Guo et al., 2021 ).…”
Section: Overview Of Formal Definitions Of the Risk In Husbandry Mana...mentioning
confidence: 99%
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“…For this research, the risk is considered in the framework of the portfolio theory, which provides quantitative responses for decision-making. The formalization and the quantification of the risk indicators are successfully applied in the portfolio theory ( Sharpe, 1999 ; Janabi, 2019 ; Malz, 2011 ; Du Plessis, Van Rensburg, 2020 ). The risk has a stochastic nature and its management has to consider this random behavior ( Šimovi'c and Tafro, 2021 , Guo et al., 2021 ).…”
Section: Overview Of Formal Definitions Of the Risk In Husbandry Mana...mentioning
confidence: 99%
“…Currently, this index is accepted as a new risk indictor, which assessment and management provide many positive effects for the decision-making ( Chen, 2018 ; Menéndez and Hassani, 2021 ). VaR gives a quantitative level of the risk in terms of maximum likely loss ( Janabi, 2019 ). It exists an attempt to apply a VaR form of risk in inventory modeling ( Luciano et al., 2003 ; Zhi et al., 2021 ).…”
Section: Overview Of Formal Definitions Of the Risk In Husbandry Mana...mentioning
confidence: 99%
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