Timeline for Portfolio VaR of a hedge portfolio (long index, short future): What total exposure to take to calculate VaR?
Current License: CC BY-SA 4.0
2 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 3, 2020 at 23:34 | answer | added | Pontus Hultkrantz | timeline score: 4 | |
| Apr 2, 2020 at 15:04 | history | asked | tweedi | CC BY-SA 4.0 |