6. Given Hamiltons expectations, which of the following models is most appropriate to use in estimating portfolio

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6. Given Hamilton’s expectations, which of the following models is most appropriate to use in estimating portfolio VaR?

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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6. Given Hamiltons expectations, which of the following models is most appropriate to use in estimating portfolio

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Quantitative Investment Analysis

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