Najaf, Khakan; Schinckus, Christophe; Chee Yoong, Liew - In: Managerial Finance 47 (2020) 7, pp. 915-936
Purpose: This study aims at determining the portfolio value at risk (VAR) and market value of Fintech firms and compare it with their counterparts. Design/methodology/approach: By using on a dataset from 46 countries between 2009 and 2018, the authors use five measures of VaR to investigate...