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Case
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Reference no. 9-297-069
Subject category: Finance, Accounting and Control
Authors: Sanjiv Das; Stephen Lynagh
Published by: Harvard Business Publishing
Originally published in: 1997
Version: 15 July 1997
Length: 11 pages
Data source: Generalised experience
Topics: Economic analysis; Capital markets; Portfolio management; Risk management
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Abstract

Introduces the student to the recently developed concept of value-at- risk (VAR) in risk analysis. By working through a stylized example using spreadsheet tools, the student learns the conceptual framework of VAR and its implementation mechanics.
Teaching note
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Reference no. 5-297-070
Subject category: Finance, Accounting and Control
Authors: Sanjiv Das; Stephen Lynagh
Published by: Harvard Business Publishing
Originally published in: 1997
Version: 31 January 1997
Length: 4 pages
Data source: Generalised experience
View full details

About

Abstract

Introduces the student to the recently developed concept of value-at- risk (VAR) in risk analysis. By working through a stylized example using spreadsheet tools, the student learns the conceptual framework of VAR and its implementation mechanics.

Related

Teaching note
-
Reference no. 5-297-070
Subject category: Finance, Accounting and Control
Authors: Sanjiv Das; Stephen Lynagh
Published by: Harvard Business Publishing
Originally published in: 1997
Version: 31 January 1997
Length: 4 pages
Data source: Generalised experience
View full details