Hi, Mr. Harper, for this question, I choose the correct answer A. But I still have a question on component VaR.
By definition on the notes, "Component VaR for position i, denoted CVaRi, is the amount a portfolio VaR would change from deleting that position in a portfolio."
In this...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.