@article{MAKHILLIBM202014727513,
    title = {An Empirical Study of Value at Risk on a Financial Portfolio in the Kuwaiti Market 2018},
    journal = {International Business Management},
    volume = {14},
    number = {7},
    pages = {211-216},
    year = {2020},
    issn = {1993-5250},
    doi = {ibm.2020.211.216},
    url = {https://makhillpublications.co/view-article.php?issn=1993-5250&doi=ibm.2020.211.216},
    author = {Mohammed},
    keywords = {Financial portfolio,historical simulations method,parametric method,the value at risk,Kuwait Stock Exchange},
    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.}
    }