Value at Risk

From Citizendium
Revision as of 15:28, 21 January 2010 by imported>Nick Gardner (New page: {{subpages}} <!-- Text is transcluded from the Value at Risk/Definition subpage-->)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigation Jump to search

Value at Risk [r]: The largest loss on an investment portfolio that is expected to occur during a stated period at a stated probability[1]. [e]

This article contains just a definition and optionally other subpages (such as a list of related articles), but no metadata. Create the metadata page if you want to expand this into a full article.