DURABLE AGRICULTURE – AGRICULTURE OF THE FUTURE

FACULTY OF AGRICULTURE – CRAIOVA 22-23 TH NOVEMBER 2007

Pag.161-162

EVALUAREA RISCULUI DE PIAŢĂ PRIN METODA VaR PENTRUUN PORTOFOLIU DE ACŢIUNI

MARKET RISK EVALUATION BY VaR METHOD FOR A STOCK PORTFOLIO
Octavian Ungur, Despina-Maria Bordean,Camelia Ciobanu, Elena Tonea
Universitatea de Ştiinţe Agricole şi Medicină Veterinară a Banatului Timişoara
ungur2003@gmail.com, +40-256-277302
Abstract:
The aim of this paper is to emphasis the application modality of VaR method for the study of a stock portfolio risk
management. The activity of risk management is requiring measuring, monitorisation and risk control, VaR is the most
general method for market risk measurment. The company leadership is receiving from the risk management a prediction of
the future, becouse ignoring the present and future risks may guide to irrecuperable losses. The portfolio risk presumes
a specific risk for each titleof the portfolio structure, specified by variability of stocks due to over and under- evaluation of the
titles on the market and a systematic risk, or market risk , characterized by macroeconomics principal indicators variability.

http://cis01.central.ucv.ro/analele_universitatii/agricultura/2007/anale_2007.pdf

DURABLE AGRICULTURE – AGRICULTURE OF THE FUTURE

FACULTY OF AGRICULTURE – CRAIOVA 22-23 TH NOVEMBER 2007
Pag.9
EVALUAREA RISCULUI DE CONTAMINARE A MEDIULUI PRIN MODELARE MATEMATICĂ
ENVIRONMENT CONTAMINATION RISK EVALUATION USING A MATHEMATICAL MODEL
Despina-Maria Bordean, Octavian Ungur, Iosif Gergen, Monica Hărmănescu
Universitatea de Ştiinţe Agricole şi Medicină Veterinară a Banatului Timişoara
despina.bordean@gmail.com, +40-256-277302
Abstract:
The aim of this paper is to emphasis the application modality of a mathematical model to evaluate the risk of environment
contamination correlating spectrophotometrical analysis data of soil, bees honey and pollen samples, able to evaluate and
predict the pollution level of a geographical area only based on the heavy metals content analysis of bees products. The
mathematical model consists of some mathematic al methods practiced in different fields, like: risk management,
optimization and statistics and which implementation in agro-chemistry, ecology, toxicology, pharmacology etc will permit the
prediction of noxious cumulative effects, from macro to micro level.

http://cis01.central.ucv.ro/analele_universitatii/agricultura/2007/anale_2007.pdf