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Value at Risk
Right sorry I mixed those up... thanks this is helpful!- kchalmers
- Post #12
- Forum: P2.T5. Market Risk (25%)
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K
Value at Risk
Hi David, I have a general question about when to include expected return and when not to include expected risk. As I understand it... absolute VaR does not include expected return whereas relative VaR does. Will the exam distinguish between the two?- kchalmers
- Post #10
- Forum: P2.T5. Market Risk (25%)