RT Journal Article
SR Electronic
T1 Value at Risk: <em>How Much Can I Lose by This Time Next Year?</em>
JF The Journal of Wealth Management
FD Institutional Investor Journals
SP 92
OP 96
DO 10.3905/jwm.2008.11.3.092
VO 11
IS 3
A1 Ramon P Degennaro
YR 2008
UL https://pm-research.com/content/11/3/92.abstract
AB 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