IDEAS home Printed from https://ideas.repec.org/p/rnp/wpaper/052027.html
   My bibliography  Save this paper

Risk assessment of projects with R&D using the risk measure VaR and ES
[Оценка рисков проектов С R&D с помощью меры риска VaR И ES]

Author

Listed:
  • Minasyan, Vigen (Минасян, Виген)

    (The Russian Presidential Academy of National Economy and Public Administration)

Abstract

The preprint was prepared on the basis of research work carried out at the RANEPA under the President of the Russian Federation in 2019. This paper proposes a model for assessing the risks of projects of companies in which there is R&D (Research & Development) - research and development work (R&D), a set of measures that includes both scientific research and the production of prototypes and small-scale samples products prior to the launch of a new product or system into industrial production. In this work, a method for assessing the corresponding risks was developed using a modified VaR measure for this application. The constructed model makes it possible to assess the risks of projects with R&D using the risk measure VaR with all possible parameters present in the model. At the same time, the paper analyzes the level of influence of projects with R&D on the economy as a whole.

Suggested Citation

  • Minasyan, Vigen (Минасян, Виген), 2020. "Risk assessment of projects with R&D using the risk measure VaR and ES [Оценка рисков проектов С R&D с помощью меры риска VaR И ES]," Working Papers 052027, Russian Presidential Academy of National Economy and Public Administration.
    • Handle: RePEc:rnp:wpaper:052027
    as

    Download full text from publisher

    File URL: https://repec.ranepa.ru/rnp/wpaper/052027.pdf
    Download Restriction: no
    ---><---

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rnp:wpaper:052027. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: RANEPA maintainer (email available below). General contact details of provider: https://edirc.repec.org/data/aneeeru.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.