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Risk-Adjusted Evaluation

In: Supply Chain Finance

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  • Gangshu Cai

    (Santa Clara University)

Abstract

This chapter delves into advanced financial risk assessment methodologies, emphasizing their relevance in modern supply chain finance. Beginning with Value-at-Risk (VaR), we learn how to evaluate the maximum probable portfolio loss over a given timeframe and confidence level. A deeper exploration of Conditional Value-at-Risk (CVaR), illuminates its unique capacity to capture tail risks, differentiating it from VaR. The chapter then transitions into stress testing, a crucial tool for identifying vulnerabilities in investment strategies under extreme scenarios. Finally, the concept of risk-adjusted returns is elucidated, showcasing its significance in comparing investment outcomes relative to associated risks.

Suggested Citation

  • Gangshu Cai, 2024. "Risk-Adjusted Evaluation," Springer Books, in: Supply Chain Finance, chapter 0, pages 309-335, Springer.
    • Handle: RePEc:spr:sprchp:978-3-031-56125-2_11
    DOI: 10.1007/978-3-031-56125-2_11
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