by Dan | Apr 23, 2021 | Analysis
Recall the VaR (value at risk) example we did in class (BBKB Chapter 2 Excel Exampleuploaded on D2L). In that example, we conducted a simulation of a 1-month VaR of $1Mportfolio, assuming 1% average monthly return and 5% standard deviation of monthlyreturn. Please...
