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

Research output: Book/ReportCommissioned report


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 languageEnglish
Commissioning bodyInvest Northern Ireland
Number of pages12
Publication statusPublished - 12 Dec 2021


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