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Now showing items 11-15 of 15
Don't look back
(1998)
Value at risk is becoming increasingly popular as a management and regulatory tool. But before this acceptance goes much further, we need to assess its reliability under financial market conditions. Most VAR models deal ...
A Simplified Approach to the Conditional Estimation of Value at Risk (VAR)
(Futures & Options World, 1996)
Emerging risk-management techniques use Value at Risk (VAR) to assess the market risk of a portfolio. We propose a relative simple method to estimate VAR conditionally to reflect new information about the volatility of ...
Metastrategy: Learning and avoiding past mistakes
(Elsevier, 1997)
Lately there has been a renewed interest in strategic planning after more than a decade of focusing on operational concerns such as total quality, downsizing, benchmarking and reengineering. Will strategic planning provide ...
Forecasting in the 21st century
(International Journal of Forecasting, 1991)
Those of us in the field of forecasting are facing a serious dilemma. On the one hand we know that
all forms of forecasting must be based on historical data, on the other hand we are well aware of a
plethora of empirical ...
Factors Affecting Success in Business: Management Theories/ Tools Versus Predicting Changes
(Pergamon, 1996)
Management theories and tools, like the fashion industry have their moment of glory and die. Very few survive and, in some cases, their passing leaves extensive corporate damage in their wake. Spyros Makridakis reviews the ...