With respect to marginal VaR (MVaR), which of the following is false?
AMVaR is an approximation based upon a small change in a fund’s portfolio weight
BMVaR can be positive or negative
CMVaR is the amount of risk a fund contributes to a portfolio
DMVaR is a rate of change measure
打开微信扫一扫
添加FRM讲师
课程咨询热线
400-963-0708
微信扫一扫
还没有找到合适的FRM课程?赶快联系学管老师,让老师马上联系您! 试听FRM培训课程 ,高通过省时省心!