Describe VaR, ES, and TR and their benefits over simply using volatility as a measure of risk.

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Hedge Funds Structure Strategies And Performance

ISBN: 9780190607371

1st Edition

Authors: H. Kent Baker, Greg Filbeck

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Question Posted: Mar 13, 2024 03:01 AM

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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

Hedge Funds Structure Strategies And Performance

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