Compatibility of Market Risk Measures

• Autorzy: Grzegorz Mentel , Jacek Brożyna
• Języki publikacji: EN

Abstrakty

EN

An important element of everyday financial decisions is to assess the scale of the risk of investing in various financial products. Knowledge on the degree of risk of the activities undertaken in this field allows a certain predictability about the negative effects that may occur. This is of great importance in the context of aversion to risk, and thus a better allocation of resources. A multitude of market risk measures is substantial and in addition they provide information about the risk of investment considered in a different perspective and form. A very interesting issue is the scale compatibility of these measures. It is important whether such measures to the same extent define the scale of risk and whether any signals about the dangers overlap in time. The above considerations based on the value at risk and so-caled RiskGrade have become a contribution to the creation of this publication. (original abstract)

Słowa kluczowe

EN

Value at Risk Analysis; Investment risk; Decision making of finance

PL

Analiza wartości zagrożonej; Ryzyko inwestycyjne; Podejmowanie decyzji finansowych

• Czasopismo: Journal of International Studies
• Rocznik: 2015
• Tom: 8
• Numer: nr 2
• Strony: 52--62

Twórcy

autor

Grzegorz Mentel

• Rzeszow University of Technology, Poland

autor

Jacek Brożyna

• Rzeszow University of Technology, Poland

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Identyfikatory

DOI

10.14254/2071-8330.2015/8-2/5