Value at Risk/Definition

From Citizendium

< Value at Risk

Revision as of 03:38, 2 January 2010 by imported>Nick Gardner (New page: <noinclude>{{Subpages}}</noinclude> The largest loss on an investment portfolio that is expected to occur during a stated period at a stated probability[http://lexicon.ft.com/term.asp?t=...)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to navigation Jump to search

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.

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].

Retrieved from "https://citizendium.org/wiki/index.php?title=Value_at_Risk/Definition&oldid=715340"