Essays about: "Blanka Grubjesic"

Found 1 essay containing the words Blanka Grubjesic.

  1. 1. Value at Risk (VaR) Method : An Application for Swedish National Pension Funds (AP1, AP2, AP3) by Using Parametric Model

    University essay from Institutionen för teknik och samhälle

    Author : Eda Orhun; Blanka Grubjesic; [2007]
    Keywords : Value at Risk; DEAR; Pension funds; Risk management; Swedish pension plan; AP1; AP2; AP3;

    Abstract : Value at Risk (VaR) approach has been extensively used by investment and commercial banks since its development by JP Morgan in 1990s. As time passes, it has become interesting to investigate whether VaR could be used also by other financial intermediaries like pension funds and insurance companies. READ MORE