What happens when markets are behaving irrationally? Do VaR estimates hold up in these types of circumstances?
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What happens when markets are behaving irrationally? Do VaR estimates hold up in these types of circumstances?
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ValueatRisk VaR is a statistical technique used to measure and quantify the level of financial risk within a firm or investment portfolio over a speci...View the full answer
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Implementing Enterprise Risk Management Case Studies And Best Practices
ISBN: 9781118745762
2nd Edition
Authors: John Fraser, Betty Simkins, Kristina Narvaez
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