A Risk Threshold Calculation Methodology for the Construction Projects Applying Value at Risk

Construction Research Congress 2005 ◽

10.1061/40754(183)65 ◽

2005 ◽

Author(s):

Seon-Gyoo Kim ◽

Jae-Jun Kim ◽

Kyung-Rai Kim

Keyword(s):

At Risk ◽

Value At Risk ◽

Construction Projects ◽

Risk Threshold ◽

Calculation Methodology

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Applying value at risk and riskiness models to analyze the flood loss of transportation construction projects in Taiwan

Journal of the Chinese Institute of Engineers ◽

10.1080/02533839.2021.1884602 ◽

2021 ◽

pp. 1-6

Author(s):

Po-Han Chen ◽

Tsu-Te Peng ◽

Chieh-Jan Chen

Keyword(s):

At Risk ◽

Value At Risk ◽

Construction Projects ◽

Transportation Construction

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Estimation of the Escalation Factor in Construction Projects Using Value at Risk

Construction Research Congress 2016 ◽

10.1061/9780784479827.234 ◽

2016 ◽

Author(s):

Alireza Joukar ◽

Isabelina Nahmens

Keyword(s):

At Risk ◽

Value At Risk ◽

Construction Projects

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Extremwerttheorie und Value-at-Risk

WiSt - Wirtschaftswissenschaftliches Studium ◽

10.15358/0340-1650-2015-5-259 ◽

2015 ◽

Vol 44 (5) ◽

pp. 259-267

Author(s):

Frank Schuhmacher ◽

Benjamin R. Auer

Keyword(s):

At Risk ◽

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Value at Risk

Controlling ◽

10.15358/0935-0381-2004-7-425 ◽

2004 ◽

Vol 16 (7) ◽

pp. 425-426

Author(s):

Mischa Seiter ◽

Sven Eckert

Keyword(s):

At Risk ◽

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How IXIS CIB Applies Value-At-Risk Calculation to Real Estate Investments

10.15396/eres2005_189 ◽

2005 ◽

Keyword(s):

At Risk ◽

Real Estate ◽

Value At Risk ◽

Risk Calculation ◽

Real Estate Investments

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Stress Testing in a Value at Risk Framework

10.2469/dig.v29.n2.483 ◽

1999 ◽

Vol 29 (2) ◽

pp. 76-78

Author(s):

Thomas J. Latta

Keyword(s):

At Risk ◽

Value At Risk ◽

Stress Testing ◽

A Value ◽

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Value at Risk

Stiftung&Sponsoring ◽

10.37307/j.2366-2913.2007.03.19 ◽

2007 ◽

Author(s):

Arndt P. Funken ◽

Alexander Obeid

Keyword(s):

At Risk ◽

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Capturing value-at-risk in futures markets: a revised filtered historical simulation approach

The Journal of Risk Model Validation ◽

10.21314/jrmv.2012.095 ◽

2012 ◽

Vol 6 (4) ◽

pp. 67-93

Author(s):

Chang-Cheng Changchien ◽

Chu-Hsiung Lin ◽

Wei-Shun Kao

Keyword(s):

At Risk ◽

Value At Risk ◽

Futures Markets ◽

Simulation Approach ◽

Historical Simulation

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Central bank vulnerability and the credibility of its commitments: a value-at-risk approach

The Journal of Risk ◽

10.21314/jor.1999.017 ◽

1999 ◽

Vol 2 (1) ◽

pp. 37-55 ◽

Author(s):

Mario Blejer ◽

Liliana Schumacher

Keyword(s):

At Risk ◽

Central Bank ◽

Value At Risk ◽

A Value ◽

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Estimation risk for value-at-risk and expected shortfall

The Journal of Risk ◽

10.21314/jor.2018.376 ◽

2018 ◽

Author(s):

Paul Kabaila ◽

Rheanna Mainzer

Keyword(s):

At Risk ◽

Value At Risk ◽

Expected Shortfall ◽

Estimation Risk

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