RT Dissertation/Thesis DB /z-wcorg/ DS http://worldcat.org ID 61460011 LA English T1 An investigation into the methodologies of value-at-risk and a simulation process of a portfolio of financial instruments A1 Ballam, Gamal Abdel Hussein., YR 2004 AB In recent years, value-at-risk has become a popular measure of market risk. It is widely used by financial institutions and non-financial corporates to control the market risk in a portfolio of financial instruments. The reason for this acquired interest could be traced to the advantages that value-at-risk holds over traditional risk measures. One of the objectives of this research was to provide the reader with some background on the relationship between value-at-risk and its counterparts while also discussing the advantages and disadvantages with respect to each other. The study also investigated the evolution of value-at-risk through the years.