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For the Value at Risk model, which is false? A. It has been criticized for ignoring the existence of fat tails. B. It requires determining
For the Value at Risk model, which is false?
- A. It has been criticized for ignoring the existence of fat tails.
- B. It requires determining both the probability of loss and the time period.
- C. It usually assumes a normal distribution of outcomes.
- D. It has been criticized for overestimating potential risk.
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Trillions How A Band Of Wall Street Renegades Invented The Index Fund And Changed Finance Forever
Authors: Robin Wigglesworth
1st Edition
0593087682,0593087690
