Question
1.When the investment horizon increases, Value at Risk increases (True or False) answer: True , Please explain why. 2.Expected shortfall is higher than Value at
1.When the investment horizon increases, Value at Risk increases (True or False) answer: True , Please explain why.
2.Expected shortfall is higher than Value at Risk (True or False) answer:False Please explain why.
3.Expected shortfall is better than Value at Risk (True or False) answer:False Please explain why.
4.When 2 business owner pool together, then average loss exposure decreases (True or False) answer:False Please explain why.
5.When 2 business owner pool together, then standard deviation decreases, the loss exposure decreases (True or False) answer: True Please explain why.
6.A risk measure shall be demand to be _____ is satisfy the following prospect 1. subadditivity 2.monotonicity 3.thorononity (True or False) answer:False Please explain why. (the last question may has many wrong words )
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Microeconomics An Intuitive Approach with Calculus
Authors: Thomas Nechyba
1st edition
538453257, 978-0538453257
