10 Risks in Value-at-Risk Standard Value-at- Risk (VaR) methodology pretends to superior identiﬁcation of the risks of large market losses. Instead, it indulges the common fallacy of extrapolating from small losses. It - Theory of value - Document - PDFSEARCH.IO

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	10 Risks in Value-at-Risk Standard Value-at- Risk (VaR) methodology pretends to superior identiﬁcation of the risks of large market losses. Instead, it indulges the common fallacy of extrapolating from small losses. It Add to Reading List Document Date: 2015-04-20 02:55:38 Open Document File Size: 3,79 MB Share Result on Facebook Company Kendall / Stuart / What I / RiskMetrics / / Currency USD / / Event Bankruptcy / / IndustryTerm finance / risk analysis tools / / MarketIndex S&P 500 / / Organization US Federal Reserve / / Position banker / financial risk analyst / / SocialTag Statistical inference Mathematical finance Estimation theory Kurtosis Standard deviation Variance Value at risk Mean squared error Percentile Statistics

10 Risks in Value-at-Risk Standard Value-at- Risk (VaR) methodology pretends to superior identiﬁcation of the risks of large market losses. Instead, it indulges the common fallacy of extrapolating from small losses. ItAdd to Reading List