What are the main assumptions when VaR is calculated using the Historical Simulation (HS) method. What are

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What are the main assumptions when VaR is calculated using the Historical Simulation (HS) method. What are the advantages and disadvantages of the HS methods and how does HS compares to the Weighted Historical Simulation (WHS) method.

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Cost Management Measuring Monitoring and Motivating Performance

ISBN: 978-0470769423

2nd edition

Authors: Leslie G. Eldenburg, Susan K. Wolcott

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Posted Date: May 10, 2024 04:25 AM

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What are the main assumptions when VaR is calculated using the Historical Simulation (HS) method. What are

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Answer When Value at Risk VaR is calculated using the Historical Simulation HS method the main assum... View the full answer

Cost Management Measuring Monitoring and Motivating Performance

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