Enterprise Risk Management Slides

Risk measures [21]

Go to: Summary | Previous | Next
Bullet points include: VaR often criticized because in some cases VaR for a portfolio may exceed sum of the VaRs for its component parts. Counterintuitive as we might expect diversification to reduce risk

Bullet points include: VaR often criticized because in some cases VaR for a portfolio may exceed sum of the VaRs for its component parts. Counterintuitive as we might expect diversification to reduce risk

NAVIGATION LINKS
Contents | Prev | Next | ERM Lecture Series

Desktop view | Switch to Mobile