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- 2011-7-2
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bpdulog Wrote:
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> Shortfall risk is the inverse of VAR. VaR gives
> you the monetary loss in % terms, Shortfall risk
> gives you the % of losing a certain amount.
Huh?? You mean shortfall risk will also indicate the confidence level? |
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发表于 2011-7-11 19:11
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