Question
What formulas would I use to calculate 5% monthly VaR and 5% monthly CVaR given a list of monthly returns? Please give all the formulas
What formulas would I use to calculate 5% monthly VaR and 5% monthly CVaR given a list of monthly returns? Please give all the formulas below.
I was given dates & the corresponding monthly returns for WMT (Walmart). Here's a screenshot of part of the data to clarify:
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Multinational Business Finance
Authors: David K. Eiteman, Arthur I. Stonehill, Michael H. Moffett
15th edition
134796551, 134796550, 978-0134796550
