As part of a fictitious hedge funds, new analyst was suggested that the value of risk (VaR) to evaluate the two possible additions to the portfolio of funds. The case introduces a number of different methods of calculating VaR using many of the most common parametric and simulation-based methods. "Hide
by Steven Sapp Source: Richard Ivey School of Business Foundation 12 pages. Publication Date: April 7, 2008. Prod. #: 908N09-PDF-ENG
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