Zobrazeno 1 - 10
of 10
pro vyhledávání: '"V. B Minasyan"'
Autor:
V. B Minasyan
Publikováno v:
Финансы: теория и практика, Vol 24, Iss 6, Pp 92-107 (2020)
Distortion risk measures have been popular in financial and insurance applications in recent years due to their attractive properties. The aim of the article is to investigate whether risk measures “VaR in the power of t”, introduced by the autho
Externí odkaz:
https://doaj.org/article/e54bba9712d042aea0c6da06d467bae5
Autor:
V. B. Minasyan
Publikováno v:
Финансы: теория и практика, Vol 28, Iss 2, Pp 143-165 (2024)
In assessing the risk of investing in various financial assets, risk management focuses on the analysis of the worst possible losses (the right tail of the loss distribution). At the same time, most often, when speaking about losses, it is assumed th
Externí odkaz:
https://doaj.org/article/9907fc16fdd94f1da84700ac273e433c
Autor:
V. B. Minasyan
Publikováno v:
Финансы: теория и практика, Vol 27, Iss 3, Pp 221-238 (2023)
The question of assessing the magnitude of risks using certain risk measures presents one of the most important problems of modern finance. However, many modern risk measures require considerable effort at times and, in practice, the investor would h
Externí odkaz:
https://doaj.org/article/cdf4a3556e1e4f0fb374245bc639b3a8
Autor:
V. B. Minasyan
Publikováno v:
Финансы: теория и практика, Vol 24, Iss 3, Pp 92-109 (2020)
The work introduces a family of new risk measures, “VaR to the power of t”. The aim of the work is to study the properties of this family of measures and to derive formulas to calculate them. The study used methods for assessing financial risks b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doajarticles::b8c6c27ff44a4751e34cbdd4d7c57c4d
https://financetp.fa.ru/jour/article/view/1012
https://financetp.fa.ru/jour/article/view/1012
Autor:
V. B. Minasyan, D. G. Ivko
Publikováno v:
Финансы: теория и практика, Vol 23, Iss 6, Pp 91-116 (2019)
This work is a new direction in the authors’ previous study on applying the market multipliers in assessing the value of oil and gas companies. The work is based on the findings of statistical studies of multipliers calculated for the industry, as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::16821c2f30c2dbc6beca4097a539b766
https://financetp.fa.ru/jour/article/view/930
https://financetp.fa.ru/jour/article/view/930
Autor:
V. B. Minasyan
Publikováno v:
Финансы: теория и практика, Vol 22, Iss 3, Pp 124-135 (2018)
On the example of oil and gas companies, the author considers the problem of using the method of market multipliers in assessing the value of companies in the Russian Federation. We study the possibility and correctness of the application of industry
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::264ddbb3d4b01e591f76a5c24ff49435
https://financetp.fa.ru/jour/article/view/663
https://financetp.fa.ru/jour/article/view/663
Autor:
B Tirozzi, V B Minasyan
Publikováno v:
Russian Mathematical Surveys. 33:239-240
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::627abd951dcb25b7298f578d9a8b3c33
https://doi.org/10.1070/rm1978v033n02abeh002422
https://doi.org/10.1070/rm1978v033n02abeh002422
Autor:
V B Minasyan
Publikováno v:
Russian Mathematical Surveys. 35:251-252
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::404829c19e02822a21bca95f978965f4
https://doi.org/10.1070/rm1980v035n02abeh001652
https://doi.org/10.1070/rm1980v035n02abeh001652
Autor:
V. B. Minasyan
Publikováno v:
Russian Mathematical Surveys. 43:225-226
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::21e76b7dc1faa4336f8359849fe4b799
https://doi.org/10.1070/rm1988v043n04abeh001911
https://doi.org/10.1070/rm1988v043n04abeh001911
Autor:
V. B. Minasyan
Publikováno v:
Финансы: теория и практика, Vol 25, Iss 6, Pp 165-184 (2021)
In recent years, expectation distortion risk measures have been widely used in financial and insurance applications due to their attractive properties. The author introduced two new classes of financial risk measures “VaR raised to the power of t
Externí odkaz:
https://doaj.org/article/fa20b819bef74361993880e0dcee0807