International Business Management
ISSN: OnlineISSN: Print 1993-5250
Abstract
This study aims to show how do the Value at Risk contributes at measuring the risks that face the financial portfolio and its damages using a Financial Portfolio that was formed from five normal stocks of listed companies in the Kuwaiti Financial Market of 2018. The study has adopted confidence levels of 99, 95 and 90% to calculate the value at risk using historical simulations and comparing it to the parametric method to the daily portfolio returns. The study resulted at there are some differences between the two methods and that this qualitative tool is accurate and important in estimating maximum losses that can be achieved within the selected time horizon of one day and a month.
How to cite this article:
Mohammed Djebbouri. An Empirical Study of Value at Risk on a Financial Portfolio in the Kuwaiti Market 2018.
DOI: https://doi.org/10.36478/ibm.2020.211.216
URL: https://www.makhillpublications.co/view-article/1993-5250/ibm.2020.211.216