[PDF] Top 20 Evaluation Approaches of Value at Risk for Tehran Stock Exchange

... Although VaR is a simple concept to understand, but it is difficult to calculate and estimate its value. In fact finding probability distribution of returns which is not constant over time creates problems for ... See full document

... the risk of obtaining financial ...company’s risk, this study examines the relationship between corporate social responsibility and value at risk in petrochemical industry using a sample of 27 ... See full document

... predict value at a later ...potential risk problem. That is, the value-at-risk model has the lowest loss at any given ...When risk managers switch from model to model using new ... See full document

... or value stocks? In order to solve this problem, firm size, risk premium and return of firms in Tehran Stock Exchange have been ...and value stocks based on the above ... See full document

... the risk of outsourcing of IT projects” states: The implementation of the information security management system is a strategy that uses policies, Controls and security settings appropriate to the organization ... See full document

... and risk played an important role in determining the dividend policy in the sector of Malaysian Industrial Products ...whether stock liquidity along with company size and value is one of the ... See full document

... book value (composition of them as the main factors determining the value (price), less dividend policy and its relation to the stock ...book value of equity ...market value of the ... See full document

... credit risk of corporate bonds by the multivariable scoring model known to Z score ...critical value, thereby losses due to failure to repay loans will be ...the risk of non-repayment of loans ... See full document

... default risk on momentum profitability stems from information ...default risk, using 3×3 portfolios sorted separately on the basis of default risk and information uncertainty variables (book to ... See full document

... the stock exchange as a key element of the capital market plays an important role in gathering funds and transferring it to the peoples and units need ...the stock exchange is among the ... See full document

... in Tehran stock exchange and Bombay stock exchange during ...the value of companies listed in Tehran stock exchange and Bombay stock exchange ... See full document

... systematic risk according to fama & French and CAPM ...leverage, stock return. Cash flow fluctuation, book value to market value has been considered as control ...unsystematic risk ... See full document

... of stock return volatility on the side of investors is due to the fact that they consider stock return volatility as a risk criterion and also strategy makers of capital market can use this criterion ... See full document

... financial risk for the ...and stock exchange after being listed in the ...the stock exchange and public offering has advantages for the firm such as tax exemption and ...Initial ... See full document

... the risk-free interest rate- a rate that The Central Bank of the Islamic Republic of Iran announced for banks to receive interest on loans given to ...the value of which is 2.718. The symbol is the expected ... See full document

... performance evaluation and firms' status could be generally categorized into two classes: investigations carried out in terms of financial criteria and those investigations carried out in terms of social ... See full document

... In the accounting literature, the relation of earnings and return indicates earnings information content (Olson, 1995). If earnings reaction to negative returns is more than that to positive returns, then it indicates ... See full document

... and value of ...and value of company have been independently ...and value of commercial unit as a quantitative ...Market value of companies can be affected by different factors some of which ... See full document

... and evaluation of Value-at-Risk (VaR) of Karachi Stock Exchange before and after the global financial crisis of 2008 using Bayesian ... See full document

... The economics of imperfect information is a branch of economics that has attracted attention of many scholars of this science. As Scott (2007) says, this branch “formally recognizes that some individuals have an ... See full document