Tabasi, Hamed; Yousefi, Vahidreza; Tamošaitienė, Jolanta - In: Administrative Sciences : open access journal 9 (2019) 2/40, pp. 1-17
Risk. Since the Conditional Value at Risk is a tail-related measure, Extreme Value Theory has been utilized to estimate the … Value at Risk model, and in the end, the performance of different models, in the estimation of this measure, was compared. …This paper attempted to calculate the market risk in the Tehran Stock Exchange by estimating the Conditional Value at …