portfolio-management

  1. Nicole Seaman

    P2.T9.21.6. Marginal value at risk (VaR) in portfolio management

    Learning objectives: Apply the concept of marginal VaR to guide decisions about portfolio VaR. Explain the risk-minimizing position and the risk and return-optimizing position of a portfolio. Explain the difference between risk management and portfolio management and describe how to use marginal...
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