Define VAR arbitrage and give an example.

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Value at Risk The New Benchmark for Managing Financial Risk

ISBN: 978-0071464956

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Authors: Philippe Jorion

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Question Posted: May 03, 2016 02:26 AM

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Define VAR arbitrage and give an example.

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A VAR system could induce traders to conduct VAR arbitrage by moving int...View the full answer

Value at Risk The New Benchmark for Managing Financial Risk

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