Publications
Publications
- January 1997 (Revised July 1997)
- HBS Case Collection
Value-At-Risk
Abstract
Introduces the student to the recently developed concept of value-at-risk (VAR) in risk analysis. By working through a stylized example using spreadsheet tools, the student learns the conceptual framework of VAR and its implementation mechanics.
Keywords
Citation
Das, Sanjiv R., and Stephen E. Lynagh. "Value-At-Risk." Harvard Business School Case 297-069, January 1997. (Revised July 1997.)