标题: VAR [打印本页]

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作者: Iginla2010    时间: 2011-7-13 13:38     标题: VAR

Is VAR forward looking measure ?

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作者: oneboy    时间: 2011-7-13 13:38

yes but based on historical standard deviations and expected return

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作者: NakedPuts2011    时间: 2011-7-13 13:38

derswap07 Wrote:
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> Is VAR forward looking measure ?

It should be forward looking.

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