What is the value at risk measure

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Reference no: EM131279709

1. a. What are some reasons for constraining the allocation of certain assets in a portfolio?

b. What is the cost of such constraints?

2. What do empirical studies suggest about the probability distribution of asset returns?

3. a. What is the Value-at-Risk measure?

b. What are limitations of the Value-at-Risk measure?

c. What is the conditional Value-at-Risk measure and why is it superior to the Value-at-Risk measure?

Reference no: EM131279709

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