The difference between the VaR and historical CVaR is very huge and the worst drawdown exceeds the

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The difference between the VaR and historical CVaR is very huge and the worst drawdown exceeds the VaR estimate 432 times in a period of 10 years. What are the impacts to the risk management decision making?

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Financial Algebra advanced algebra with financial applications

ISBN: 978-0538449670

1st edition

Authors: Robert K. Gerver

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Posted Date: Apr 02, 2024 07:45 AM

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Financial Algebra advanced algebra with financial applications

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