TY  - JOUR
T1  - An Empirical Study of Value at Risk on a Financial Portfolio in the Kuwaiti Market 2018
AU - Djebbouri, Mohammed 
JO  - International Business Management
VL  - 14
IS  - 7
SP  - 211
EP  - 216
PY  - 2020
DA  - 2001/08/19
SN  - 1993-5250
DO  - ibm.2020.211.216
UR  - https://makhillpublications.co/view-article.php?doi=ibm.2020.211.216
KW  - Financial portfolio
KW  -historical simulations method
KW  -parametric method
KW  -the value at risk
KW  -Kuwait Stock Exchange
AB  - 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.
ER  -