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.

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西药综合

对半衰期短的药物,为了减少血药浓度波动,可采取的方法是( )。

2023-11-21 12:05:37

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

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