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Information approach to the risk evaluation of the intellectual assets portfolio. / Voronov, Victor S.; Kazansky, Alexander V.; Darushin, Ivan A.

Proceedings of the 30th International Business Information Management Association Conference, IBIMA 2017 - Vision 2020: Sustainable Economic development, Innovation Management, and Global Growth. ред. / Khalid S. Soliman. Том 2017-January IBIMA, 2017. стр. 2473-2480.

Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › Рецензирование

Harvard

Voronov, VS, Kazansky, AV & Darushin, IA 2017, Information approach to the risk evaluation of the intellectual assets portfolio. в KS Soliman (ред.), Proceedings of the 30th International Business Information Management Association Conference, IBIMA 2017 - Vision 2020: Sustainable Economic development, Innovation Management, and Global Growth. Том. 2017-January, IBIMA, стр. 2473-2480, 30th International Business Information Management Association Conference - Vision 2020: Sustainable Economic development, Innovation Management, and Global Growth, IBIMA 2017, Madrid, Испания, 8/11/17.

APA

Voronov, V. S., Kazansky, A. V., & Darushin, I. A. (2017). Information approach to the risk evaluation of the intellectual assets portfolio. в K. S. Soliman (Ред.), Proceedings of the 30th International Business Information Management Association Conference, IBIMA 2017 - Vision 2020: Sustainable Economic development, Innovation Management, and Global Growth (Том 2017-January, стр. 2473-2480). IBIMA.

Vancouver

Voronov VS, Kazansky AV, Darushin IA. Information approach to the risk evaluation of the intellectual assets portfolio. в Soliman KS, Редактор, Proceedings of the 30th International Business Information Management Association Conference, IBIMA 2017 - Vision 2020: Sustainable Economic development, Innovation Management, and Global Growth. Том 2017-January. IBIMA. 2017. стр. 2473-2480

Author

Voronov, Victor S. ; Kazansky, Alexander V. ; Darushin, Ivan A. / Information approach to the risk evaluation of the intellectual assets portfolio. Proceedings of the 30th International Business Information Management Association Conference, IBIMA 2017 - Vision 2020: Sustainable Economic development, Innovation Management, and Global Growth. Редактор / Khalid S. Soliman. Том 2017-January IBIMA, 2017. стр. 2473-2480

BibTeX

@inproceedings{75e9b2d25f004972ab5032449c0a6885,
title = "Information approach to the risk evaluation of the intellectual assets portfolio",
abstract = "The article is devoted to the adaptation of VaR (EaR) method for the risk evaluation of intellectual assets (digital images) portfolio. We consider this method as the case of dynamic metadata analysis. The distribution of portfolio earnings random variables in a long period is investigated giving the peculiarities of market sales mechanism of this asset class. Information on sales statistics across the assets in portfolio analyzed for the first time. The hypothesis on earnings normal distribution was approved with the aid of data time scaling. Risk metrics calculated with the historical simulation method were approved by additional evaluations with the Monte Carlo methods. The adapted methodology allows to rather accurately performing dynamic quantitative portfolio risk analysis applying different time horizons with required confidence probability.",
keywords = "Copyright asset, Intellectual assets portfolio, Risk, Stochastic simulation",
author = "Voronov, {Victor S.} and Kazansky, {Alexander V.} and Darushin, {Ivan A.}",
year = "2017",
month = jan,
day = "1",
language = "English",
volume = "2017-January",
pages = "2473--2480",
editor = "Soliman, {Khalid S.}",
booktitle = "Proceedings of the 30th International Business Information Management Association Conference, IBIMA 2017 - Vision 2020",
publisher = "IBIMA",
address = "United States",
note = "30th International Business Information Management Association Conference - Vision 2020: Sustainable Economic development, Innovation Management, and Global Growth, IBIMA 2017 ; Conference date: 08-11-2017 Through 09-11-2017",

}

RIS

TY - GEN

T1 - Information approach to the risk evaluation of the intellectual assets portfolio

AU - Voronov, Victor S.

AU - Kazansky, Alexander V.

AU - Darushin, Ivan A.

PY - 2017/1/1

Y1 - 2017/1/1

N2 - The article is devoted to the adaptation of VaR (EaR) method for the risk evaluation of intellectual assets (digital images) portfolio. We consider this method as the case of dynamic metadata analysis. The distribution of portfolio earnings random variables in a long period is investigated giving the peculiarities of market sales mechanism of this asset class. Information on sales statistics across the assets in portfolio analyzed for the first time. The hypothesis on earnings normal distribution was approved with the aid of data time scaling. Risk metrics calculated with the historical simulation method were approved by additional evaluations with the Monte Carlo methods. The adapted methodology allows to rather accurately performing dynamic quantitative portfolio risk analysis applying different time horizons with required confidence probability.

AB - The article is devoted to the adaptation of VaR (EaR) method for the risk evaluation of intellectual assets (digital images) portfolio. We consider this method as the case of dynamic metadata analysis. The distribution of portfolio earnings random variables in a long period is investigated giving the peculiarities of market sales mechanism of this asset class. Information on sales statistics across the assets in portfolio analyzed for the first time. The hypothesis on earnings normal distribution was approved with the aid of data time scaling. Risk metrics calculated with the historical simulation method were approved by additional evaluations with the Monte Carlo methods. The adapted methodology allows to rather accurately performing dynamic quantitative portfolio risk analysis applying different time horizons with required confidence probability.

KW - Copyright asset

KW - Intellectual assets portfolio

KW - Risk

KW - Stochastic simulation

UR - http://www.scopus.com/inward/record.url?scp=85048684883&partnerID=8YFLogxK

M3 - Conference contribution

AN - SCOPUS:85048684883

VL - 2017-January

SP - 2473

EP - 2480

BT - Proceedings of the 30th International Business Information Management Association Conference, IBIMA 2017 - Vision 2020

A2 - Soliman, Khalid S.

PB - IBIMA

T2 - 30th International Business Information Management Association Conference - Vision 2020: Sustainable Economic development, Innovation Management, and Global Growth, IBIMA 2017

Y2 - 8 November 2017 through 9 November 2017

ER -

ID: 36441611