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(ONLY FORMULA + CALCULATIONS AND VERY SHORT DESCRIPTION) How would you interpret a fund manager's announcement stating that the fund it manages is 95% of
(ONLY FORMULA + CALCULATIONS AND VERY SHORT DESCRIPTION)
How would you interpret a fund manager's announcement stating that the fund it manages is 95% of the VaR for a one-month look-ahead period equal to 6% of the portfolio value, assuming you have $100,000 invested in the fund? How would you interpret a fund manager's announcement if it states that the fund it manages is 95% ES for a one-month look-ahead period equal to 6% of the portfolio value, assuming you have $200,000 invested in the fund?
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MDDL And The Quest For A Market Data Standard Explanation Rationale And Implementation
Authors: Martin Christopher Sexton
1st Edition
0750668393,0080551777
