文章
文章用户商铺快讯星球问答

Which of the following statements about value at rish(VAR) is TRUE?

A. VAR is independent of probability level.

B. VAR is not dependent on the choice of holding period.

C. VAR decreases with longer holding periods.

D. VAR decreases with lower confidence level.

推荐阅读：

  1. Hugo Nelson is preparing a presentation on the attributes of value at rish. Which of Nelson’s following statements is not correct?
  2. Tim Jones is evaluating two mutual funds for an investment of $100,000. Mutual fund A has $20,000,000 in assets, an annual expected return of 14 percent, and an annual standard deviation of 19 percent. Mutual fund B has $8,000,000 in assets, an annual expected return of 12 percent, and an annual standard deviation of 16.5 percent. What is the daily value at risk (VAR) of Jones’ portfolio at a 5 percent probability if he invests his money in mutual fund A?
  3. Which of the following statements is least accurate regarding non-parametric density estimation?
  4. Which of the following statements regarding disadvantages of non-parametric methods is least accurate?

给TA打赏
共{{data.count}}人
人已打赏
FRMFRM二级FRM练习题VAR
法考

甲公司向乙公司借款，甲公司董事长赵某用自己的一栋写字楼、夫妻共有的一幅古画做抵押。乙公司发函问其配偶钱某是否能够以该古画做抵押，钱某未予回复，乙公司未再坚持。后依旧以该房屋、古画设定抵押权，并办理抵押登记手续。后甲公司无法清偿债务，乙公司欲就该画申请执行。钱某提出异议，认为自己没有同意，因此不可执行古画。下列说法正确的有（ ）。

2023-11-27 10:29:01

金融风险管理师

Hugo Nelson is preparing a presentation on the attributes of value at rish. Which of Nelson's following statements is not correct?

2020-12-25 14:49:18

猜你喜欢
0 条回复 A文章作者 M管理员
    暂无讨论，说说你的看法吧
❯

解锁会员权限

开通会员

解锁海量优质VIP资源

立刻开通
个人中心
购物车
优惠劵
今日签到
有新私信 私信列表
搜索

  • 扫码打开当前页

返回顶部