Exploring Value-at-Risk

Research output: Contribution to specialist publicationArticle

Abstract

Advisers need to be able to assess portfolio and fund risks for their clients. Market risk is often seen as variability in returns, or volatility, although this has limitations. Value-at-Risk (VaR) addresses losses but needs to be correctly understood to appreciate its strengths and weaknesses. VaR relates to uncertainties in returns, probabilities, magnitudes of adverse outcomes and relationships between assets.
Original languageEnglish
Number of pages4
Specialist publicationDISCUS (Discretionary Investment Services Coming Under Scrutiny) platform article
Publication statusPublished - 28 Feb 2019
Externally publishedYes

Bibliographical note

Q84

ASJC Scopus subject areas

  • Economics, Econometrics and Finance(all)

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