Portfolio management has long been one of the most significant challenges in large-and
small-scale investments alike. The primary objective of portfolio management is to make …

Purpose This study aims to compare investors of major conventional currencies and Bitcoin
(BTC) investors by using the value at risk (VaR) method common risk measure …

In this paper, the concept of value at risk (VAR) is introduced to study process economics
related to biodiesel production and use. Although the VAR concept is actively used in …

Abstrak Kebijakan pemerintah, fatwa Majelis Ulama Indonesia (MUI), munculnya isu rokok
dan gencarnya kampanye anti rokok menjadi tantangan besar industri rokok dalam …

This study describes the measurement of market risk in Islamic banking by calculating the
Markowitz standard deviation and the market risk Value at Risk (VaR). The data used in this …

This study aims to determine the future value and the value-at-risk estimation of four
selected currencies, namely United States Dollar (USD), Australian Dollar (AUD), European …

The paper focuses on value at risk (V@ R) measuring for Student-like models of markets
with fractal activity time (FAT). The fractal activity time models were introduced by Heyde to …

Investment is an activity carried out with the expectation of gaining profits in the future
through the management of investment assets. Investment assets can include buildings …

Досягнення високого спортивного результату, збереження фізичної працездатності,
забезпечення ефективності процесів відновлення, адаптації до фізичних навантажень …

his study describes the measurement of market risk in Islamic banking by calculating the
Markowitz standard deviation and the market risk Value at Risk (VaR). The observation …