An investment has a uniform distribution where all outcomes between -40 and +60 are equally likely. What

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An investment has a uniform distribution where all outcomes between -40 and +60 are equally likely. What are the VaR and expected shortfall with a confidence level of 95%?

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Introduction to Management Science A Modeling and Cases Studies Approach with Spreadsheets

ISBN: 978-0078024061

5th edition

Authors: Frederick S. Hillier, Mark S. Hillier

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Posted Date: Mar 22, 2024 06:03 AM

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An investment has a uniform distribution where all outcomes between -40 and +60 are equally likely. What

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Value at Risk VaR For a uniform distribution and a 95 confidence level the VaR represents the 5th pe... View the full answer

Introduction to Management Science A Modeling and Cases Studies Approach with Spreadsheets

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