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Browsing by Subject "Risk management"

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Browsing by Subject "Risk management"

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  • Simulation techniques in project appraisal.(c2007) 
    Jabbour, Gabriel (2011-08-17)
    This paper was prepared to show, present and develop the methodology and uses of the Monte Carlo Simulation Technique in Investment Project Appraisal and risk assessment so that uncertainty is reduced and minimized and on ...
  • Why is CVaR superior to VaR? (c2009) 
    Dalleh, Nivine (2011-10-25)
    Until recently, value-at-risk (VaR) has been a widely used risk measure in portfolio optimization. The large number of recent bank failures shows that VaR failed to account for the expected losses which resulted from the ...