Describe VaR, ES, and TR and their benefits over simply using volatility as a measure of risk.
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Describe VaR, ES, and TR and their benefits over simply using volatility as a measure of risk.
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Although the second order moment captures all risk in normal distributions wi...View the full answer
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Related Book For
Hedge Funds Structure Strategies And Performance
ISBN: 9780190607371
1st Edition
Authors: H. Kent Baker, Greg Filbeck
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