Concepedia

Portfolio Value Realization

Portfolio Value Realization is a strategic management construct that denotes the systematic process of identifying, measuring, and achieving the intended benefits and outcomes from a portfolio of projects, programs, and initiatives in alignment with organizational objectives.

20

Publications

504

Citations

38

Authors

24

Institutions

Publications per year

2017–2026

1

Parents

Publications

20

Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management

Anil Bangia, Francis X. Diebold, Til Schuermann et al. · The Faculty Digital Archive (New York University) · 1998 · 109 citations

, , +17

Beyond the VaR

François Longin · The Journal of Derivatives · 2001 · 49 citations

, , +16

Efficient Monte Carlo methods for value-at-risk

Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin · 2001 · 43 citations

, , +17

An Empirical Evaluation of Value at Risk by Scenario Simulation

Peter A. Abken · The Journal of Derivatives · 2000 · 28 citations

, , +17

Diversification and corporate decisions

Amir Rubin · Corporate Ownership and Control · 2006 · 27 citations · Full text

, , +11

1–5 of 20

Authors

38

  1. SJ
    Shashi Jain

    Centrum Wiskunde & Informatica, Netherlands

    2 publications · 26 citations

    2

    h-index

  2. JD
    João Duque

    University of Lisbon, Portugal

    2 publications · 46 citations

    2

    h-index

  3. BJ
    B. J. A. Willigers

    University of Stavanger, Norway

    2 publications · 26 citations

    2

    h-index

  4. FM
    F.. Majou

    2 publications · 26 citations

    2

    h-index

  5. PK
    Patrik Karlsson

    Stockholm University, Sweden

    2 publications · 26 citations

    2

    h-index

1–5 of 38

Institutions

24

  1. École Supérieure des Sciences Économiques et Commerciales

    Cergy, France

    1 h-index

    1 publications

    49 citations

  2. Ericsson (Sweden)

    Kista, Sweden

    1 h-index

    1 publications

    10 citations

  3. Stanford University

    Stanford, United States

    1 h-index

    1 publications

    22 citations

  4. Centrum Wiskunde & Informatica

    Amsterdam, The Netherlands

    1 h-index

    1 publications

    16 citations

  5. University of Turin

    Turin, Italy

    1 h-index

    2 publications

    28 citations

  6. Morgan Stanley (United States)

    New York, United States

    1 h-index

    1 publications

    22 citations

  7. University of Applied Sciences Utrecht

    Utrecht, Netherlands

    1 h-index

    1 publications

    10 citations

  8. University of Lisbon

    Lisbon, Portugal

    1 h-index

    1 publications

    24 citations

1–8 of 24

Venues

  1. SSRN Electronic Journal

    Repository · 4 publications · 63 citations

    4

    h-index

  2. The Journal of Derivatives

    2 publications · 77 citations

    2

    h-index

  3. Journal of Asset Management

    1 publications · 19 citations

    1

    h-index

  4. SPE Annual Technical Conference and Exhibition

    Conference · 1 publications · 10 citations

    1

    h-index

  5. University of Lisbon Repository (University of Lisbon)

    Repository · 1 publications · 14 citations

    1

    h-index

1–5