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Evaluating Total Operational Value and Associated Risks of Financial Holding Companies in Taiwan
Yugoslav journal of operations research, Tome 20 (2010) no. 2, p. 276 Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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This study comprises several different parts. The first part applies a normal benchmark valuation model established by Penman to assess the potential whole operational values of FHCs. The second part applies the concept of measuring financial risk as earnings variance to establish a financial risk measurement model. This model can be used to examine the degrees of financial risk before and after FHC’s establishment, and to distinguish different combinations of FHC based on risk diversion efficiency. The final part of this research constructs a new value-risk relation model that can be applied to cross-analysis for measuring total operation value of FHCs with different degrees of financial risk. Through completion of the above steps this study will demonstrate what combination of FHC offers the co-benefits of risk diversion and high whole operational value.
Classification : 91B30, 91B28.
Keywords: Financial holding companies, whole operational value, financial risk, value at risk, value-risk relation model. 
@article{YJOR_2010_20_2_a7,
     author = {Li-Hui Chen},
     title = {Evaluating {Total} {Operational} {Value} and {Associated} {Risks} of {Financial} {Holding} {Companies} in {Taiwan}},
     journal = {Yugoslav journal of operations research},
     pages = {276 },
     year = {2010},
     volume = {20},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2010_20_2_a7/}
}
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Li-Hui Chen. Evaluating Total Operational Value and Associated Risks of Financial Holding Companies in Taiwan. Yugoslav journal of operations research, Tome 20 (2010) no. 2, p. 276 . http://geodesic.mathdoc.fr/item/YJOR_2010_20_2_a7/