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Value at risk model (VaR) |
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Value at risk model (VaR)Procedure for estimating the probability of portfolio losses exceeding some specified proportion based on a statistical analysis of historical market price trends, correlations, and volatilities.Value at risk model (VaR) Similar MatchesSingle factor modelSingle factor modelA model of security returns that acknowledges only one common factor. The single factor is usually the market return. See: Factor model. Time series modelsTime series modelsSystems that examine series of historical data; sometimes used as a means of technical forecasting, by examining moving averages. Discounted dividend model (DDM)Discounted dividend model (DDM)A formula to estimate the intrinsic value of a firm by figuring the present value of all expected future dividends. Constant growth modelConstant growth modelAlso called the Gordon-Shapiro model, an application of the dividend discount model that assumes (1) a fixed growth rate for future dividends, and (2) a single discount rate. Mundell-Fleming ModelMundell-Fleming ModelAn open-economy version of the IS-LM model that allows for international trade and international capital flows. Due to Mundell (1962,63) and Fleming (1962). Further SuggestionsIndex modelCanonical model of currency crises Heckscher-Ohlin-Vanek Model Gravity model Stochastic models Revenue model Business model HOV Model Multifactor model Single index model Modeling Dividend Discount Model (DDM) Simple linear trend model Cairnes-Haberler Model Real model HOS Model Heckscher-Ohlin Model Solow model dividend discount model 2x2x2 Model Continuum model Deterministic models H-O Model DFS Model Ricardian Model |
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