Developing a Value-at-Risk Analytics Platform: Theoretical foundations

Barry Quinn; Fearghal Kearney

Developing a Value-at-Risk Analytics Platform: Theoretical foundations

Queen's Business School (QBS)

Research output: Book/Report › Commissioned report

Abstract

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.

Original language	English
Commissioning body	Invest Northern Ireland
Number of pages	12
Publication status	Published - 12 Dec 2021

RegTech Brainstorm with Alan
Quinn, B. (Advisor)
22 Nov 2022
Activity: Consultancy types › KTP & Consultancy in kind

Cite this

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Developing a Value-at-Risk Analytics Platform: Theoretical foundations

Abstract

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RegTech Brainstorm with Alan

Cite this