Value at Risk with Dr. Ben Sopranzetti (webcast)


November 13 – 11:00 am – 1:00 pm (EST) Dr. Ben Sopranzetti Value at Risk Webcast

November 13, 2012 - Value at Risk (VaR)
11:00 am - 1:00 pm (EST)
Ben Sopranzetti, Ph.D., CPA - Rutgers University
      • What is value at risk?
      • Variance-Covariance method, historical simulation, or Monte Carlo simulation?
      • Limitations of VaR
      • Extensions of VaR


There are no reviews yet.

Only logged in customers who have purchased this product may leave a review.

Free Subscription!

The Journal of Performance Measurement

The Performance Measurement Resource.

Click to Subscribe