compare the parametric (variancecovariance), historical simulation, and Monte Carlo simulation methods for estimating VaR;

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compare the parametric (variance–covariance), historical simulation, and Monte Carlo simulation methods for estimating VaR;

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Quantitative Investment Analysis

ISBN: 9781119743620

4th Edition

Authors: CFA Institute

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Question Posted: Oct 25, 2024 07:01 AM

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compare the parametric (variancecovariance), historical simulation, and Monte Carlo simulation methods for estimating VaR;
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compare the parametric (variancecovariance), historical simulation, and Monte Carlo simulation methods for estimating VaR;

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Quantitative Investment Analysis

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