2007•Unpublished venueRequires access

How Risk Management Can Benefit Portfolio Managers

McCarthyMichelle

Abstract

Using value at risk to analyze portfolio risk may appear to be inaccurate and to present yet another constraint on portfolio managers. But VAR,which measures an investment's potential loss exposure over a specified time period at a given confidence level, can help senior managers in investment firms practice unified and disciplined risk management, giving investors more-reliable results and permitting portfolio managers to use a less restricted range of investment instruments.

About this research paper

What this paper is about

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

Key concepts: Portfolio, Risk management, Actuarial science, Business, Application portfolio management, Constraint (computer-aided design), Project portfolio management, Investment (military)