The Importance of the Value at Risk Method Using the Historical Simulation Approach in Measuring the Financial Risks of the Organization: An Applied Study on Companies Listed on the Algerian Stock Exchange
| المصدر: | مجلة بحوث الإدارة والاقتصاد |
|---|---|
| الناشر: | جامعة زيان عاشور بالجلفة - كلية العلوم الاقتصادية والتجارية وعلوم التسيير |
| المؤلف الرئيسي: | Hachi, Faiza Oumelkheir (Author) |
| مؤلفين آخرين: | Benlarbi, Abbas (Co-Author) |
| المجلد/العدد: | مج6, ع1 |
| محكمة: | نعم |
| الدولة: |
الجزائر |
| التاريخ الميلادي: |
2024
|
| الشهر: | مارس |
| الصفحات: | 747 - 766 |
| ISSN: |
2676-184x |
| رقم MD: | 1457038 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Financial Risks | Value at Risk | Algerian Stock Exchange
|
| رابط المحتوى: |
عدد مرات التحميل
2
| LEADER | 02031nam a22002297a 4500 | ||
|---|---|---|---|
| 001 | 2202369 | ||
| 041 | |a eng | ||
| 044 | |b الجزائر | ||
| 100 | |9 772050 |a Hachi, Faiza Oumelkheir |e Author | ||
| 245 | |a The Importance of the Value at Risk Method Using the Historical Simulation Approach in Measuring the Financial Risks of the Organization: |b An Applied Study on Companies Listed on the Algerian Stock Exchange | ||
| 260 | |b جامعة زيان عاشور بالجلفة - كلية العلوم الاقتصادية والتجارية وعلوم التسيير |c 2024 |g مارس | ||
| 300 | |a 747 - 766 | ||
| 336 | |a بحوث ومقالات |b Article | ||
| 520 | |b This study aims to assess and measure the financial risks of the investment portfolio by introducing the value-at-risk approach through the historical simulation approach. The various variables of the study were addressed theoretically and practically by measuring the value at risk (VaR) of a hypothetical investment portfolio in active companies listed on the Algerian Stock Exchange. Through this study, we reached the extent of fluctuation in prices and returns, as well as the size of potential risks and losses that may face the investor in the study sample companies. This may allow the investor to reduce these risks to avoid financial failures that it might incur, as well as to make an appropriate investment decision on time. | ||
| 653 | |a المحفظة الاستثمارية |a القرارات الاستثمارية |a المخاطر المالية |a بورصة الجزائر | ||
| 692 | |b Financial Risks |b Value at Risk |b Algerian Stock Exchange | ||
| 700 | |a Benlarbi, Abbas |e Co-Author |9 760859 | ||
| 773 | |4 الإدارة |4 الاقتصاد |6 Management |6 Economics |c 037 |e Management & Economics Research Journal |f Mağallaẗ buḥūṯ al-idāraẗ wa al-iqtiṣād |l 001 |m مج6, ع1 |o 2063 |s مجلة بحوث الإدارة والاقتصاد |v 006 |x 2676-184x | ||
| 856 | |u 2063-006-001-037.pdf | ||
| 930 | |d y |p y |q n | ||
| 995 | |a EcoLink | ||
| 999 | |c 1457038 |d 1457038 | ||
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