VAR concepts

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Joined: Mon Jan 30, 2017 4:05 am

VAR concepts

Postby missvidlalsare » Thu Aug 10, 2017 12:11 pm

how VaR is determined by its mean distribution??

is there any formula to calculate VaR if mean distribution is given like say if return distribution has mean of zero or mean of 1 then how its gonna effect Var calculation??? is there any relation between mean given and the way VaR increases or decreases?? , if yes how much its decrease or increase?? is there any perfect formula for this??

if yes, can you please tell me????

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Re: VAR concepts

Postby edupristine » Mon Aug 14, 2017 1:09 am

Please refer to the attached solution file.
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