Showing 1 - 1 of 1
In economics, insurance and finance, value at risk (VaR) is a widely used measure of the risk of loss on a specific portfolio of financial assets. For a given portfolio, time horizon, and probability $\alpha$, the $100\alpha\%$ VaR is defined as a threshold loss value, such that the probability...
Persistent link: https://www.econbiz.de/10011163056