Timeline for How to calculate VaR/CVaR for private equity, hedge fund, and alternative investment portfolios?
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 25, 2013 at 15:15 | history | tweeted | twitter.com/#!/StackQuant/status/371652019502985216 | ||
| Aug 7, 2013 at 21:46 | vote | accept | pmr | ||
| Aug 4, 2013 at 19:44 | answer | added | KAT | timeline score: 2 | |
| Aug 4, 2013 at 7:36 | comment | added | pmr | To put more clarity, what is best among below 3 methods: historical data(assuming normal distribution), monte carlo simulation using Brownian motion, Monte Carlo using Generalized Pareto Distribution. How we can use Quantlib or any R package that is a later part. | |
| Aug 3, 2013 at 14:45 | comment | added | chrisaycock | I found a wealth of links via a simple Google search. What did you look for? | |
| Aug 3, 2013 at 14:42 | history | edited | chrisaycock | CC BY-SA 3.0 |
English. Always the English
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| Aug 3, 2013 at 13:42 | review | Close votes | |||
| Aug 3, 2013 at 15:57 | |||||
| Aug 3, 2013 at 12:45 | history | asked | pmr | CC BY-SA 3.0 |