Value at risk (VaR)

area: Asset pricing and risk · 5 papers in the last 7 days

\mathrm{VaR}_\alpha(L) = \inf\{\ell \in \mathbb{R} : \Pr(L > \ell) \le 1 - \alpha\}

The loss that is exceeded with probability at most 1 - alpha over a given horizon.

LaTeX: \mathrm{VaR}_\alpha(L) = \inf\{\ell \in \mathbb{R} : \Pr(L > \ell) \le 1 - \alpha\}

Names searched for: value at risk, VaR

Key findings

Value at risk (VaR) was mentioned in 30 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #32 of the 104 equations and models mentioned.
By journal category: Operations Research (8), Finance (7), Economics (6), Management (6) and AI (3).
Most of them appeared in Annals of Operations Research (3), Energy Economics (2) and International Review of Economics & Finance (2).
Often mentioned together with Expected shortfall (CVaR) (17), Linear and integer programming (8) and Mean-variance portfolio (Markowitz) (5).
Datasets named in the same papers: Facebook (3), OR-Library (3) and Twitter / X (2).
From Apr 2024 to Sep 2026, 223 archived papers mentioned Value at risk (VaR) in their title, abstract or keywords, most of them in May 2024 (16).

Mentions over 30 months

Papers mentioning it by publication month, Apr 2024 to Sep 2026 (titles, abstracts and keywords)
Trend	Apr 24–Sep 24	Oct 24–Sep 25	Oct 25–Sep 26	30 months
	64	133	26	223

Papers mentioning Value at risk (VaR), newest first.
Date	Title	Journal	Authors	Affiliations
2026-10-24	Optimal Portfolio Allocation with Gromov-Wasserstein Barycenter	Computational Economics	Alessandro Spelta, Nicoló Pecora, Mario Maggi	University of Pavia
2026-10-23	Volatility persistence across global equity markets: long-memory diagnostics versus horizon-specific VaR rankings	Risk Management	Zhixing Lin, Shuoyan Lin	Jiangxi University of Software Professional Technology; Guangdong University Of Finances and Economics
2026-10-23	Matching for impact: a dyadic process model of mentor–venture alignment in entrepreneurial support organizations	The Journal of Technology Transfer	Ayna Yusubova, Marcus Dejardin	University of Agder; University of Namur; UCLouvain
2026-10-23	The impact of LLM-based recommendations on decisions under uncertainty	Experimental Economics	Marty Haoyuan Chen, Emel Filiz‐Ozbay, Erkut Yusuf Ozbay	University of Maryland, College Park
2026-10-22	Dynamic Picture Fuzzy Sets and Its Applications	Cognitive Computation	Yonghong Shen	Ministry of Education of the People's Republic of China; Minzu University of China
2026-10-19	Optimizing product return timing in integrated viable circular manufacturing systems: a two-stage stochastic approach	Annals of Operations Research	Sobhan Mostafayi Darmian, Fabio Sgarbossa	Norwegian University of Science and Technology
2026-10-18	Forecasting Bitcoin realized volatility under regime switching and delayed mean reversion	International Review of Financial Analysis	Zidong Huang, Sidan Wang, Zhong-Wei Liao	Beijing Normal University
2026-10-14	ESG disclosure and sustainable financial performance: the mediating role of institutional ownership in Tanzanian commercial banks	Future Business Journal	Zawadi Ally, Flavianus Benedicto Ng’eni	Institute of Finance Management
2026-10-14	Modeling and simulating human behavior in large-scale emergency evacuations: A comprehensive review	Transportation Research Part B Methodological	Shiva Moslemi, Ada Arıkanoğlu, Vedat Bayram et al.
2026-10-13	Mapping and characterising channel-based customer segments along the customer journey: a systematic literature review	Journal of Marketing Analytics	Rafaela Schwarz	Philipps University of Marburg
2026-10-13	The Implementation Gap in Portfolio Optimisation	Financial Innovation	Mohamad Hassan
2026-10-10	A fair profit distribution as a resilient strategy in supply chains under ripple effect	Flexible Services and Manufacturing Journal	Tadeusz J. Sawik	Indian Institute of Technology Bombay
2026-10-10	Mitigating GPU fragmentation and tail delay in edge computing: A liquid-driven graph reinforcement learning algorithm	Expert Systems with Applications	Xiao He, Shanchen Pang, Kuijie Zhang et al.	China University of Petroleum, East China; Qingdao University of Technology; Tiangong University
2026-10-08	Populism and sustainable marketing practices: Insights from consumer-packaged goods manufacturers’ new product launches	Journal of the Academy of Marketing Science	Martin Heinberg, Mustapha Belkhouja, H.D. Yoon	University of Leeds; Grenoble Ecole de Management; Ecole des Hautes Etudes Commerciales du Nord
2026-10-06	Optimization modeling in business and government: in honor of Professor John M. Mulvey on his 80th birthday	Annals of Operations Research	David A. Saunders, Stavros A. Zenios	University of Waterloo; Durham University; University of Cyprus
2026-10-05	The cost of collateral scarcity: Asset prices and misallocation in supply crises	Economic Modelling	Ye Zhang, Ying Tung Chan	Tohoku University; Beijing Normal-Hong Kong Baptist University
2026-10-01	Navigating the Financial and ESG Risk Integration Puzzle through a Total VaRESG Approach	Research in International Business and Finance	Paolo Capelli, Federica Ielasi, Angeloantonio Russo	University of Florence; LUM Jean Monnet University
2026-10-01	The role of memory structure in tail risk forecasting for WTI crude oil futures	Energy Economics	Xinyu Cao, Yan Li, Zongxin Qian	Renmin University of China
2026-10-01	Distributionally Robust Optimization with Integer Recourse: Convex Reformulations and Critical Recourse Decisions	Operations Research Letters	Yiling Zhang, Zhe Li, Eojin Han	University of Minnesota; University of Notre Dame
2026-10-01	Innovation and public sector performance: the effect of entrepreneurial attitudes	European Management Journal	Michael O. Olumekor, Rocco Palumbo	Ural Federal University; University of Portsmouth; University of Rome Tor Vergata
2026-10-01	Governing sustainability under uncertainty: dynamic evidence on climate risk and policy swings	Journal of Innovation & Knowledge	Xiaotian Dong, Wenhui Ma, Kai-Hua Wang et al.	Qingdao University; City University of Macau; Superior University
2026-10-01	Decision-aware end-to-end joint modeling for supply chain optimization: integrating prediction, simulation, and robustness verification	Neural Computing and Applications	Yumin Sun, Xiangfeng Liu	Henan Polytechnic; Wuhan Donghu University
2026-10-01	Securing the flow: Strategic storage and corridor design for maritime energy security under chokepoint disruptions	Transportation Research Part E Logistics and Transportation Review	Monit Sharma, Hoong Chuin LAU
2026-10-01	Optimization under uncertainty for energy infrastructure planning: A synthesis of methods, tools, and open challenges	European Journal of Operational Research	Rahman Khorramfar, Aron Brenner, Lara Booth et al.	Massachusetts Institute of Technology
2026-10-01	Combining value-at-risk and expected-shortfall forecasts via the model confidence set	International Journal of Forecasting	Alessandra Amendola, Vincenzo Candila, Antonio Naimoli et al.
2026-09-30	Research in memory of Professor William T. Ziemba	Annals of Operations Research	Sébastien Lleo, Leonard C. MacLean	NEOMA Business School; Dalhousie University
2026-09-30	Day-ahead market scheduling strategy of a virtual power plant under the single imbalance pricing scheme via stochastic robust optimization	Energy Economics	Álvaro García-Cerezo, Petra Miljan, Hrvoje Pandžić	University of Castilla-La Mancha; University of Zagreb; Faculty of Electrical Engineering and Computing in Zagreb
2026-09-30	Oil prices and the pricing of green equity ETFs: Evidence on greenium dynamics	The Journal of Finance and Data Science	José Alejandro Fernández Fernández, Miguel Ángel Casquet, Sonia Quiroga	Universidad Complutense de Madrid
2026-09-30	Order-flow toxicity in cryptocurrency perpetual futures: Order flow signals, price-impact persistence, and the limits of volatility-based metrics	International Review of Economics & Finance	Suresh Rajendran, Divya Singaravelu
2026-09-28	The effects of geopolitical risks on currency crises	International Review of Economics & Finance	Qingzheng Cao, Jiangshan Liao, Ruojia Zhu	Central University of Finance and Economics; University of International Business and Economics; Capital University of Economics and Business

Cite this page

Scholar4AI. (2026). Value at risk (VaR). Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/value-at-risk-var

@misc{scholar4ai-equations-value-at-risk-var,
  author = {{Scholar4AI}},
  title = {Value at risk (VaR)},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/equations/value-at-risk-var}},
  urldate = {2026-10-26},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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