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  1. S

    Is Variance monotonious

    What is the best way to prove that Variance is monotonious as a risk measure?
  2. S

    Var of a loss

    Hello, I am struggling to find an approach to the following: Probability density function of the daily portfolio loss L: How to calculate VaR and Tail VaR with a confidence level of 0.95? Can someone help please? Thank you
  3. S

    Formula

    Mvar
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