Discuss the weighting schemes of var es and a spectral risk, Risk Management

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Discuss the weighting schemes of var es and a spectral risk

Question: 1. Explain what a "good" risk measure should be and relate it to the coherency axioms.

2. Discuss the weighting schemes of VaR, ES, and a spectral risk measure and relate these weighting schemes to the "utility" function of the risk manager.

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Risk Management: Discuss the weighting schemes of var es and a spectral risk

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Risk Management: Discuss the weighting schemes of var es and a spectral risk

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