Compute the historical daily 90% VaR of a portfolio whose daily losses in the last 10 days
Question:
1,−0.5,−0.1, 0.7, 0.2, 0.1,−0.2,−0.8,−0.3, 0.5 .
Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...
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Related Book For
Organic Chemistry
ISBN: 9788120307209
6th Edition
Authors: Robert Thornton Morrison, Robert Neilson Boyd
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