African Journal of
Business Management

  • Abbreviation: Afr. J. Bus. Manage.
  • Language: English
  • ISSN: 1993-8233
  • DOI: 10.5897/AJBM
  • Start Year: 2007
  • Published Articles: 4193

Full Length Research Paper

Value-at-risk in times of crisis: An analysis in the Brazilian market

Luiz Eduardo Gaio
  • Luiz Eduardo Gaio
  • Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto ? FEA-RP Universidade de São Paulo ? USP, Brazil.
  • Search for this author on:
  • Google Scholar
Tabajara Pimenta Junior
  • Tabajara Pimenta Junior
  • Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto ? FEA-RP Universidade de São Paulo ? USP, Brazil.
  • Search for this author on:
  • Google Scholar
Fabiano Guasti Lima
  • Fabiano Guasti Lima
  • Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto ? FEA-RP Universidade de São Paulo ? USP, Brazil.
  • Search for this author on:
  • Google Scholar
Carlos Alberto Grespan Bonacim
  • Carlos Alberto Grespan Bonacim
  • Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto ? FEA-RP Universidade de São Paulo ? USP, Brazil.
  • Search for this author on:
  • Google Scholar


  •  Received: 15 January 2015
  •  Accepted: 20 February 2015
  •  Published: 14 March 2015

How to cite this article

APA /
Gaio, L. E.,Junior, T. P.,Lima F. G., & Bonacim, C. A. G. (2015). Value-at-risk in times of crisis: An analysis in the Brazilian market. African Journal of Business Management, 9(5), 223-232.
Chicago /
Luiz Eduardo Gaio, Tabajara Pimenta Junior, Fabiano Guasti Lima and Carlos Alberto Grespan Bonacim. "Value-at-risk in times of crisis: An analysis in the Brazilian market." African Journal of Business Management 9, no. 5 (2015): 223-232.
MLA /
Luiz Eduardo Gaio, et al. "Value-at-risk in times of crisis: An analysis in the Brazilian market." African Journal of Business Management 9.5 (2015): 223-232.
DOI /
https://doi.org/10.5897/AJBM2015.7695
URL /
https://academicjournals.org/journal/AJBM/article-abstract/A82EE4D51252

Copyright © 2024 Author(s) retain the copyright of this article.

This article is published under the terms of the Creative Commons Attribution License 4.0

Back to Vol. 9 No. 5
Back to articles
SUBSCRIBE TO RSS
SUBMIT MANUSCRIPT
CONFERENCES