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An evaluation of value at risk in th...

Hotz, Joffre Conan.

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An evaluation of value at risk in the Alberta pork production industry.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	An evaluation of value at risk in the Alberta pork production industry./
作者:	Hotz, Joffre Conan.
面頁冊數:	132 p.
附註:	Source: Masters Abstracts International, Volume: 43-03, page: 0704.
Contained By:	Masters Abstracts International43-03.
標題:	Economics, Agricultural. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=MQ95766
ISBN:	0612957667

An evaluation of value at risk in the Alberta pork production industry.
Hotz, Joffre Conan.

An evaluation of value at risk in the Alberta pork production industry. - 132 p.

Source: Masters Abstracts International, Volume: 43-03, page: 0704.

Thesis (M.Sc.)--University of Alberta (Canada), 2004.

The purpose of this research is to determine how the risk management framework of Value at Risk (VaR) can be applied to the Alberta hog production industry and if it will provide a useful and effective tool for managers to identify, measure, and manage their downside cash flow risk. The research is then extended and evaluates potential risk management strategies, their potential impacts on the operation at hand's cash flow, and how the ranking of the risk management strategies using VaR compares to the rankings of more traditional risk decision criteria.

ISBN: 0612957667Subjects--Topical Terms:

626648
Economics, Agricultural.

An evaluation of value at risk in the Alberta pork production industry.
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245 1 3 $a An evaluation of value at risk in the Alberta pork production industry.
300 $a 132 p.
500 $a Source: Masters Abstracts International, Volume: 43-03, page: 0704.
500 $a Adviser: Jim Unterschultz.
502 $a Thesis (M.Sc.)--University of Alberta (Canada), 2004.
520 $a The purpose of this research is to determine how the risk management framework of Value at Risk (VaR) can be applied to the Alberta hog production industry and if it will provide a useful and effective tool for managers to identify, measure, and manage their downside cash flow risk. The research is then extended and evaluates potential risk management strategies, their potential impacts on the operation at hand's cash flow, and how the ranking of the risk management strategies using VaR compares to the rankings of more traditional risk decision criteria.
520 $a The research is accomplished using a Monte Carlo simulation model. The validity of the VaR model results are tested and found adequate, and indicate that the cash flows of Alberta hog producers have a large downside risk potential. Potential downside risk was reduced for the operation at hand when risk management strategies were included into the model, and the ranking of risk management strategies by VaR were found to be quite consistent to the rankings produced by the alternative risk decision criteria.
590 $a School code: 0351.
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