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L. Cahyadi

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Open access Jul 2026

The Expected-Based Method of Value-at-Risk Prediction

Value-at-Risk (VaR) remains a fundamental risk measure in financial risk management, providing an indicator for managing capital allocation and avoiding worst-case risk scenarios. Traditionally its defined as a quantile of the loss distribution. However, its computation depends critically on the existence and tractabil...

Jacob Stevy Seleky, L. Cahyadi, Sausan Ramadhani · 0 citations

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