@misc{Krawczak_Maciej_Komputerowe_2002, author={Krawczak, Maciej and Miklewski, Antoni}, copyright={Creative Commons Attribution BY 4.0 license}, address={Warszawa}, journal={Książka = Book}, howpublished={online}, year={2002}, publisher={Instytut Badań Systemowych. Polska Akademia Nauk}, publisher={Systems Research Institute. Polish Academy of Sciences}, language={pol}, abstract={The method Value at Risk is devoted to valuate highest expected lost within prescribed time horizan. The method is based on standard statistic techniques under the assumption that the financial market is stable, and the level of probability is prescribed. The method is used in a variety of application, e.g. the allocation of investments, financial decision support investments. In this paper the only one approach to the Value at Risk method has been reported, namely the parameterised variational-covariational method.}, type={Text}, title={Komputerowe wspomaganie zarządzania i procesów decyzyjnych w gospodarce * Techniki informatyczne w bankowości i finansach * Koncepcja oceny ryzyka inwestycyjnego: wariacyjno-kowariacyjna metoda Value at Risk}, URL={http://rcin.org.pl/Content/205779/PDF/KS-2002-04-R05P03.pdf}, }