---
title: "Value at risk (VaR): formula and 30 recent papers"
description: "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."
url: https://scholar4ai.com/equations/value-at-risk-var
markdown_url: https://scholar4ai.com/equations/value-at-risk-var.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "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."
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-26T14:52:47+09:00
window: 2026-09-27 to 2026-10-26
source: OpenAlex (CC0)
---

# Value at risk (VaR)

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

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

- area: Asset pricing and risk
- 5 papers in the last 7 days
- Names searched for: value at risk, VaR

Back to the ranking: https://scholar4ai.com/rankings/equations.md

## 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 Oct 2023 to Sep 2026, 306 archived papers mentioned Value at risk (VaR) in their title, abstract or keywords, most of them in Mar 2024 (18).

## Mentions over 36 months

*Papers mentioning it by publication month, Oct 2023 to Sep 2026 (titles, abstracts and keywords)*

| Trend | Oct 23–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 36 months |
|---|---:|---:|---:|---:|
|  | 147 | 133 | 26 | 306 |

*Papers mentioning Value at risk (VaR), newest first.*

| Date | Title | Journal | Authors | Affiliations |
|---|---|---|---|---|
| 2026-10-24 | [Optimal Portfolio Allocation with Gromov-Wasserstein Barycenter](https://doi.org/10.1007/s10614-026-11445-1) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | 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](https://doi.org/10.1057/s41283-026-00247-2) | [Risk Management](https://scholar4ai.com/journals/risk-management.md) | 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](https://doi.org/10.1007/s10961-026-10389-w) | [The Journal of Technology Transfer](https://scholar4ai.com/journals/the-journal-of-technology-transfer.md) | Ayna Yusubova, Marcus Dejardin | University of Agder; University of Namur; UCLouvain |
| 2026-10-23 | [The impact of LLM-based recommendations on decisions under uncertainty](https://doi.org/10.1017/eec.2026.10062) | [Experimental Economics](https://scholar4ai.com/journals/experimental-economics.md) | Marty Haoyuan Chen, Emel Filiz‐Ozbay, Erkut Yusuf Ozbay | University of Maryland, College Park |
| 2026-10-22 | [Dynamic Picture Fuzzy Sets and Its Applications](https://doi.org/10.1007/s12559-026-10656-w) | [Cognitive Computation](https://scholar4ai.com/journals/cognitive-computation.md) | 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](https://doi.org/10.1007/s10479-026-07450-0) | [Annals of Operations Research](https://scholar4ai.com/journals/annals-of-operations-research.md) | 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](https://doi.org/10.1016/j.irfa.2026.105461) | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | 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](https://doi.org/10.1186/s43093-026-01020-3) | [Future Business Journal](https://scholar4ai.com/journals/future-business-journal.md) | 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](https://doi.org/10.1016/j.trb.2026.103611) | [Transportation Research Part B Methodological](https://scholar4ai.com/journals/transportation-research-part-b-methodological.md) | 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](https://doi.org/10.1057/s41270-026-00538-3) | [Journal of Marketing Analytics](https://scholar4ai.com/journals/journal-of-marketing-analytics.md) | Rafaela Schwarz | Philipps University of Marburg |
| 2026-10-13 | [The Implementation Gap in Portfolio Optimisation](https://doi.org/10.5281/zenodo.23340007) | [Financial Innovation](https://scholar4ai.com/journals/financial-innovation.md) | Mohamad Hassan |  |
| 2026-10-10 | [A fair profit distribution as a resilient strategy in supply chains under ripple effect](https://doi.org/10.1007/s10696-026-09689-y) | [Flexible Services and Manufacturing Journal](https://scholar4ai.com/journals/flexible-services-and-manufacturing-journal.md) | 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](https://doi.org/10.1016/j.eswa.2026.134692) | [Expert Systems with Applications](https://scholar4ai.com/journals/expert-systems-with-applications.md) | 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](https://doi.org/10.1007/s11747-026-01211-y) | [Journal of the Academy of Marketing Science](https://scholar4ai.com/journals/journal-of-the-academy-of-marketing-science.md) | 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](https://doi.org/10.1007/s10479-026-07445-x) | [Annals of Operations Research](https://scholar4ai.com/journals/annals-of-operations-research.md) | 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](https://doi.org/10.1016/j.econmod.2026.107873) | [Economic Modelling](https://scholar4ai.com/journals/economic-modelling.md) | 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](https://doi.org/10.1016/j.ribaf.2026.103682) | [Research in International Business and Finance](https://scholar4ai.com/journals/research-in-international-business-and-finance.md) | 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](https://doi.org/10.1016/j.eneco.2026.109652) | [Energy Economics](https://scholar4ai.com/journals/energy-economics.md) | 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](https://doi.org/10.1016/j.orl.2026.107546) | [Operations Research Letters](https://scholar4ai.com/journals/operations-research-letters.md) | 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](https://doi.org/10.1016/j.emj.2026.10.003) | [European Management Journal](https://scholar4ai.com/journals/european-management-journal.md) | 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](https://doi.org/10.1016/j.jik.2026.101173) | [Journal of Innovation & Knowledge](https://scholar4ai.com/journals/journal-of-innovation-knowledge.md) | 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](https://doi.org/10.1007/s00521-026-12497-y) | [Neural Computing and Applications](https://scholar4ai.com/journals/neural-computing-and-applications.md) | 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](https://doi.org/10.1016/j.tre.2026.105296) | [Transportation Research Part E Logistics and Transportation Review](https://scholar4ai.com/journals/transportation-research-part-e-logistics-and-transportation-review.md) | Monit Sharma, Hoong Chuin LAU |  |
| 2026-10-01 | [Optimization under uncertainty for energy infrastructure planning: A synthesis of methods, tools, and open challenges](https://doi.org/10.1016/j.ejor.2026.10.008) | [European Journal of Operational Research](https://scholar4ai.com/journals/european-journal-of-operational-research.md) | 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](https://doi.org/10.1016/j.ijforecast.2026.09.011) | [International Journal of Forecasting](https://scholar4ai.com/journals/international-journal-of-forecasting.md) | Alessandra Amendola, Vincenzo Candila, Antonio Naimoli et al. |  |
| 2026-09-30 | [Research in memory of Professor William T. Ziemba](https://doi.org/10.1007/s10479-026-07391-8) | [Annals of Operations Research](https://scholar4ai.com/journals/annals-of-operations-research.md) | 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](https://doi.org/10.1016/j.eneco.2026.109627) | [Energy Economics](https://scholar4ai.com/journals/energy-economics.md) | 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](https://doi.org/10.1016/j.jfds.2026.100206) | [The Journal of Finance and Data Science](https://scholar4ai.com/journals/the-journal-of-finance-and-data-science.md) | 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](https://doi.org/10.1016/j.iref.2026.105876) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Suresh Rajendran, Divya Singaravelu |  |
| 2026-09-28 | [The effects of geopolitical risks on currency crises](https://doi.org/10.1016/j.iref.2026.105904) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | 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

```bibtex
@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}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).