African Journal of
Business Management

  • Abbreviation: Afr. J. Bus. Manage.
  • Language: English
  • ISSN: 1993-8233
  • DOI: 10.5897/AJBM
  • Start Year: 2007
  • Published Articles: 4188

Full Length Research Paper

Empirical comparison of conventional methods and extreme value theory approach in value-at-risk assessment

Selena Totić*, Milica Bulajić, and Tamara Vlastelica
Faculty of Organizational Sciences, University of Belgrade, Serbia.
Email: [email protected]

  •  Accepted: 24 November 2011
  •  Published: 21 December 2011

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