Who described criteria which make a risk measure coherent
Who described the criteria which make a risk measure coherent?
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Artzner et al. (1997) specify criteria which make a risk measure coherent. And Value at Risk is not coherent.
What is Coherent Measure?
What is Colour for option value?
Explain in brief capital rationing? What are reasons that a firm should practice capital rationing?
Explain the purpose of alpha and beta in Capital Asset Pricing Model.
Illustrates an example an arbitrage opportunity?
Who measured risk as coherent, in finance theory?
What is Modern Portfolio Theory?
Where is Crash Metrics Used?
Explain risk in various forms.
Assume you are a euro-based investor who just sold Microsoft shares which you had bought six months ago. You had invested 10,000 euros to purchase Microsoft shares for $120 per share; the exchange rate was $1.15 per euro. You sold the stock for $135 per share
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