Methods, Theories and Models to Measure Market Risk Of the Portfolio Of Shares

Abstract

In terms of a portfolio of shares, market risk is caused by the price change measures under discussion and that is why it is important to consider carefully the historical evolution of prices in order to be able to determine if there is a certain cyclical trend that may affect the portfolio in the future.

Keywords

• derivative transactions
• market risk
• profitability
• sensitivity
• Value at Risk