Question
The potential losses are sorted in the following table. The absolute VaR is 8 Million. What is the relative expected shortfall from the mean?
The potential losses are sorted in the following table. The absolute VaR is 8 Million. What is the relative expected shortfall from the mean? Sorted returns Returns ( Million) -12 -10 -8 -6 -4 -3 -1.5
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Statistics For Business And Economics
Authors: James T. McClave, P. George Benson, Terry T Sincich
14th Edition
0136855350, 9780136855354
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