20. Based on Statement 1, IMAs VaR estimation approach is best described as the: A. parametric method.

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20. Based on Statement 1, IMA’s VaR estimation approach is best described as the:

A. parametric method.

B. historical simulation method.

C. Monte Carlo simulation method.

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Quantitative Investment Analysis

ISBN: 9781119743620

4th Edition

Authors: CFA Institute

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Question Posted: Oct 28, 2024 03:02 AM

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20. Based on Statement 1, IMAs VaR estimation approach is best described as the: A. parametric method.

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Quantitative Investment Analysis

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