Abstract
An individual investor typically assesses the risk of his portfolio by means of its asset mix—the proportion of stocks to bonds—or by the type of stocks it contains or sometimes by more sophisticated measures, such as its volatility. This article demonstrates an alternative measure of risk: How much can I lose by this time next year?
- © 2008 Pageant Media Ltd
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Value at Risk: How Much Can I Lose by This Time Next Year?
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