---
title: Enhanced VaR Estimation
url: https://www.ml-quant.com/papers/repec/gam-jdataj-v-8-y-2023-i-8-p-133-d-1219341/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:gam:jdataj:v:8:y:2023:i:8:p:133-:d:1219341
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2306-5729%2F8%2F8%2F133%2Fpdf%3Bh%3Drepec%3Agam%3Ajdataj%3Av%3A8%3Ay%3A2023%3Ai%3A8%3Ap%3A133-%3Ad%3A1219341
featured: 2023-08-30
citations: unknown
topic: Portfolio & Allocation
---


# Enhanced VaR Estimation

Machine learning is enhancing the accuracy and reliability of Value at Risk (VaR), a tool used in risk management for estimating potential portfolio losses.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2306-5729%2F8%2F8%2F133%2Fpdf%3Bh%3Drepec%3Agam%3Ajdataj%3Av%3A8%3Ay%3A2023%3Ai%3A8%3Ap%3A133-%3Ad%3A1219341
- Identifier: RePEc:gam:jdataj:v:8:y:2023:i:8:p:133-:d:1219341
- Released: 2023-08-30
- First featured: Quant Letter No. 14 (2023-08-30): https://www.ml-quant.com/issues/2023-08-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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