Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "5219"
  #_source: array:26 [
    "id" => "5219"
    "slug" => "value-at-risk-and-extreme-values"
    "yearMonth" => "1998-07"
    "year" => "1998"
    "title" => "Value at Risk and Extreme Values"
    "description" => "LONGIN, F. (1998). Value at Risk and Extreme Values. Dans: <i>CEFES'98</i>. Financial Management Association (FMA), pp. 1-5."
    "authors" => array:1 [
      0 => array:3 [
        "name" => "LONGIN François"
        "bid" => "B00000328"
        "slug" => "longin-francois"
      ]
    ]
    "ouvrage" => "CEFES'98"
    "keywords" => []
    "updatedAt" => "2021-04-19 17:57:25"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "1-5"
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Actes d'une conférence"
      "en" => "Conference Proceedings"
    ]
    "support_type" => array:2 [
      "fr" => "Editeur"
      "en" => "Publisher"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Cet article propose un exposé des risques de marchés : mesure, contrôle et réglementation. Il considère en particulier l'impact des forts mouvements observés sur les marchés financiers sur la valeur et le risque d'un portefeuille. Il montre comment la théorie des valeurs extrêmes peut être utilisée pour mesurer les risques extrêmes de marché."
      "en" => "This article proposes an overview of market risks : measure, control and regulation. In particular, it considers the impact of great market shocks on the value and the risk of a portfolio. It shows how extreme value theory can be used to measure extreme risk in finance."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-12-21T16:21:43.000Z"
    "docTitle" => "Value at Risk and Extreme Values"
    "docSurtitle" => "Conference Proceedings"
    "authorNames" => "<a href="/cv/longin-francois">LONGIN François</a>"
    "docDescription" => "<span class="document-property-authors">LONGIN François</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">1998</span>"
    "keywordList" => ""
    "docPreview" => "<b>Value at Risk and Extreme Values</b><br><span>1998-07 | Conference Proceedings </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Value at Risk and Extreme Values</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 9.266215
  +"parent": null
}