Activities per year
This report is a comprehensive review of the Value-at-Risk (VaR) academic literature. We use bibliometric analytics to extract intellectual structure and emerging topics from over 4,000 publication in the last 20 years. We then focus our analysis on high quality academic journals in finance, based on the the Chatered Assocation of Business Schools ranking system. At each stage we extract salient insights for VaR modelling market opportunities for Funds-Axis ltd.
|Commissioning body||Invest Northern Ireland|
|Number of pages||12|
|Publication status||Published - 12 Dec 2021|