메뉴 건너뛰기




Volumn 38, Issue 1, 2002, Pages 38-45

The role of value-at-risk in purchasing: An application to the foodservice industry

Author keywords

[No Author keywords available]

Indexed keywords


EID: 79952776948     PISSN: 15232409     EISSN: 1745493X     Source Type: Journal    
DOI: 10.1111/j.1745-493X.2002.tb00128.x     Document Type: Article
Times cited : (30)

References (20)
  • 2
    • 0008119624 scopus 로고    scopus 로고
    • Estimating Value-at-Risk with a Precision Measure by Combining Kernel Estimation with Historical Simulation
    • Butler, J.S. and B. Schachter. Estimating Value-at-Risk with a Precision Measure by Combining Kernel Estimation with Historical Simulation,” Review of Derivatives Research, (1), 1997, pp. 371–390.
    • (1997) Review of Derivatives Research , vol.1 , pp. 371-390
    • Butler, J.S.1    Schachter, B.2
  • 4
  • 5
    • 84993087607 scopus 로고    scopus 로고
    • Value-at-Risk and Derivatives Risk
    • Falkenstein, E. Value-at-Risk and Derivatives Risk,” Derivatives Quarterly, (4), 1997, pp. 42–50.
    • (1997) Derivatives Quarterly , vol.4 , pp. 42-50
    • Falkenstein, E.1
  • 12
    • 0001151913 scopus 로고    scopus 로고
    • Quantitative Disclosures of Market Risk in the SEC Release
    • Linsmeier, T.J. and N.D. Pearson. Quantitative Disclosures of Market Risk in the SEC Release,” Accounting Horizons, (11), 1997, pp. 107–135.
    • (1997) Accounting Horizons , vol.11 , pp. 107-135
    • Linsmeier, T.J.1    Pearson, N.D.2
  • 13
    • 0004038410 scopus 로고    scopus 로고
    • Office for Futures and Options Research Working Paper 96–04, University of Illinois at Urbana-Champaign
    • Linsmeier, T.J. and N.D. Pearson. Risk Measurement: An Introduction to Value at Risk,” Office for Futures and Options Research Working Paper 96–04, University of Illinois at Urbana-Champaign, 1996, pp. 1–44.
    • (1996) Risk Measurement: An Introduction to Value at Risk , pp. 1-44
    • Linsmeier, T.J.1    Pearson, N.D.2
  • 14
    • 0008735323 scopus 로고    scopus 로고
    • The Three P's of Total Risk Management
    • Lo, AW. The Three P's of Total Risk Management,” Financial Analyst's Journal, January-February 1999, pp. 13–26.
    • (1999) Financial Analyst's Journal , pp. 13-26
    • Lo, A.W.1
  • 16
    • 25144441290 scopus 로고    scopus 로고
    • Market Risk and the Cattle Feeding Margin: An Application of Value-at-Risk
    • Manfredo, M.R. and R.M. Leuthold. Market Risk and the Cattle Feeding Margin: An Application of Value-at-Risk,” Agribusiness: An International Journal, (17), 2001, pp. 333–353.
    • (2001) Agribusiness: An International Journal , vol.17 , pp. 333-353
    • Manfredo, M.R.1    Leuthold, R.M.2
  • 17
    • 2342596318 scopus 로고    scopus 로고
    • Value-at-Risk Analysis: A Review and the Potential for Agricultural Applications
    • Manfredo, M.R. and R.M. Leuthold. Value-at-Risk Analysis: A Review and the Potential for Agricultural Applications,” Review of Agricultural Economics, (21), 1999, pp. 99–111.
    • (1999) Review of Agricultural Economics , vol.21 , pp. 99-111
    • Manfredo, M.R.1    Leuthold, R.M.2
  • 18
    • 0004180147 scopus 로고    scopus 로고
    • 4th ed., Morgan Guaranty Trust Company, New York, NY
    • RiskMetrics™ Technical Document, 4th ed., Morgan Guaranty Trust Company, New York, NY, http://www.RiskMetrics.com/research, 1996.
    • (1996) RiskMetrics™ Technical Document
  • 20


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.