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Calculating Expected Shortfall
ES of all individual stocks have been calculated as attached file: thanks- yalda
- Post #21
- Forum: P2.T5. Market Risk (25%)
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Y
Calculating Expected Shortfall
Hi I'm going to calculate ES of a portfolio consist of 20 stocks (10 short positions and 10 long positions). what's the simplest way? Thanks- yalda
- Post #20
- Forum: P2.T5. Market Risk (25%)