Solved

In Financial Simulation Models,the Value at Risk (VAR)is the 5th

Question 43

True/False

In financial simulation models,the value at risk (VAR)is the 5th percentile of an output distribution,and it indicates nearly the worst possible outcome.

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Q38: A tornado graph lets us see which

Q39: Using @RISK summary functions such as RISKMEAN,RISKPERCENTILE,and

Q40: Customer loyalty models are an example of

Q41: Which function is not an @RISK statistical

Q42: The primary objective in simulation models of

Q44: You would like to develop a simulation

Q45: Consider a customer whose first car is

Q46: After a year,what will the market share

Q47: The value at risk (VAR)is typically defined

Q48: The main topic of investigation in marketing