Question
Which of the following is a method of measuring the loss
in the value of the portfolio over a given period and for a distribution of historic return?Solution
Value-at-riskĀ (VaR) is a summary statistic that quantifies the potential loss of a portfolio. It is a method of measuring the loss in the value of the portfolio over a given period and for a distribution of historic return VAR statistic has three components - a relatively high level of confidence (typically either 95% or 99%), a time period (a day, a month or a year) and an estimate of investment loss (expressed either in absolute or percentage terms). However, at a 99% confidence level what VAR really means is that in 1% of cases (that would be 2-3 trading days in a year with daily VAR) the loss is expected to be greater than the VAR amount.
Using 'lower of cost and net realisable value' for the purpose of inventory valuation is the implementation of which of the following concepts?
What is the first step in the accounting cycle?Ā Ā Ā Ā Ā Ā Ā Ā Ā Ā Ā Ā Ā Ā Ā Ā Ā Ā
Fruits and seeds have a high concentration of which of the following plant hormones?
The average cost of three chairs is Rs.12000. The average cost decrease by 15% when one more chair is included. What is the cost price of the 4th
What is the maximum period in which the appropriate government shall review and revise the minimum rates of wages under the Minimum Wages Act, 1948?
If =7-4ā3 , then find the value of x+1/x .Ā
Which of the following are considered as a basic structure of the Indian Constitution?
1. Social Justice
2. Free and fair elections
...The Trade Union Act, of 1926 specifies that the funds of a trade union can be used only for the purposes specified in its _______.
What is the length of diameter of a circular ground whose area is equal to the sum of the area of a circle of radius 8 m and a triangle of area 36 ĻmĀ²...
The iron pillar wonder of ancient Indian metallurgy is situated inĀ Ā
