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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?
TOPICS: Portfolio construction, VAR and use of alternative risk measures of trading risk
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UK: 0207 139 1600