Timeline for How to determine what's driving the VaR?
Current License: CC BY-SA 4.0
11 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 25, 2020 at 15:00 | history | tweeted | twitter.com/StackQuant/status/1309507967331504128 | ||
| Sep 24, 2020 at 3:20 | answer | added | Dimitri Vulis | timeline score: 3 | |
| Sep 24, 2020 at 2:41 | history | became hot network question | |||
| Sep 23, 2020 at 20:28 | comment | added | AlRacoon | @Mkhach I edited my response to answer your question based on the data you have. | |
| Sep 23, 2020 at 19:37 | comment | added | AlRacoon | to finish--...might cause a portfolio to have little risk. Of course there is then the issue of expected returns. | |
| Sep 23, 2020 at 19:33 | answer | added | Attack68♦ | timeline score: 4 | |
| Sep 23, 2020 at 19:30 | comment | added | AlRacoon | @Mkhach -- just make sure you are taking into account correlation and diversification of of the assets. You can do this brute force through programming or through vector math. What might have very large risk on its own, might cause a portf | |
| Sep 23, 2020 at 19:02 | answer | added | AlRacoon | timeline score: 3 | |
| Sep 23, 2020 at 18:55 | answer | added | develarist | timeline score: 1 | |
| Sep 23, 2020 at 18:42 | review | First posts | |||
| Sep 24, 2020 at 6:53 | |||||
| Sep 23, 2020 at 18:38 | history | asked | Mkch | CC BY-SA 4.0 |