ERM Resource
On the Use of Long-Term Risk Measures as an Approach to Communicating Risks
On the Use of Long-Term Risk Measures as an Approach to Communicating Risks Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 Value at risk (VaR) is a widely used measure for financial risks. However, as argued in Taleb (2012), “VaR …
Last updated: 03 Oct 2017