Welcome to the Research @IIMB
The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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Browsing by Subject Value at risk
Showing results 1 to 4 of 4
| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
|---|---|---|---|---|---|---|---|
| 2016 | Assessing performance of liquidity adjusted value | - | Basu, Sankarshan ; Daka, Vandana Rao | ||||
| 2016 | Assessing performance of liquidity adjusted value-at-risk models | - | Daka, Vandana Rao ; Basu, Sankarshan | International Journal of Financial Research | Vol.7 | Iss.5 | 87-98p. |
| 2021 | Does volume really matter? A risk management perspective using cross-country evidence | - | Bhattacharyya, Malay ; Patra, Saswat | International Journal of Finance and Economics | Vol.26 | Iss.1 | 118-135p. |
| 2018 | Value at risk using independent component analysis. | - | Meena, Abhishek ; Varghese, Anu | 11p. |