This video explains value-at-risk and expected shortfall, and explores the multi-faceted role of risk management.
This video explains value-at-risk and expected shortfall, and explores the multi-faceted role of risk management.
June 2015
In this chapter, Anthony explores the subject of portfolio risk is tackled by the familiar industry terms Value at Risk and Expected Shortfall before mentioning the multi-faceted role of risk management.
Released on 30 June 2015
You are now exiting our website
Please be aware that you are now exiting the Man Institute | Man Group website. Links to our social media pages are provided only as a reference and courtesy to our users. Man Institute | Man Group has no control over such pages, does not recommend or endorse any opinions or non-Man Institute | Man Group related information or content of such sites and makes no warranties as to their content. Man Institute | Man Group assumes no liability for non Man Institute | Man Group related information contained in social media pages. Please note that the social media sites may have different terms of use, privacy and/or security policy from Man Institute | Man Group.