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Value at Risk: How Much Can I Lose by This Time Next Year?

Ramon P Degennaro
The Journal of Wealth Management Winter 2008, 11 (3) 92-96; DOI: https://doi.org/10.3905/jwm.2008.11.3.092
Ramon P Degennaro
is the CBA professor of banking and finance at the University of Tennessee in Knoxville, TN and conducts research as a visiting scholar at the Federal Reserve Bank of Atlanta in Atlanta, GA.
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  • For correspondence: rdegenna@utk.edu
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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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Value at Risk: How Much Can I Lose by This Time Next Year?
Ramon P Degennaro
The Journal of Wealth Management Oct 2008, 11 (3) 92-96; DOI: 10.3905/jwm.2008.11.3.092

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Value at Risk: How Much Can I Lose by This Time Next Year?
Ramon P Degennaro
The Journal of Wealth Management Oct 2008, 11 (3) 92-96; DOI: 10.3905/jwm.2008.11.3.092
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