List of Articles ارزش در معرض ریسک(VAR)

• Open Access Article
  • Abstract Page
  • Full-Text
  
  1 - Assessment and Presentation of a Proper Paradigm to Identify, Measure, and Control Financial Risks in Financial and Credit Institutions (Case Study of Mellat Bank)
  M. Taghavi M. Khodaei Valahzaghard
• Open Access Article
  • Abstract Page
  • Full-Text
  
  2 - Comparing the Frechet Distribution and the Generalized Pareto Distribution in Estimating Value at Risk and Conditional Value at Risk in Tehran Stock Exchange
  Azadeh Meharani Ali Najafi moghadam Ali Baghani
• Open Access Article
  • Abstract Page
  • Full-Text
  
  3 - Estimation value at risk (VAR) and conditional value at risk (CoVaR) at Tehran Stock Exchange by approach to using Fréchet distribution (FD)
  Azadeh Meharani Ali Najafi moghadam Ali baghani
• Open Access Article
  • Abstract Page
  • Full-Text
  
  4 - Determine the optimal portfolio weights var-stock approach And compare it with the Markowitz model
  sayyedmohammadmahdi ahmadi hasan lotfi vali rajabi