Value At Risk (VaR)

swarnendupathak
Finance Junkie
Posts: 119
Joined: Mon Sep 17, 2012 11:06 am

Value At Risk (VaR)

Postby swarnendupathak » Wed Oct 17, 2012 4:36 pm

Hi Pristine,
Please help me to find out the VaR of a portfolio...which probably could be Sd of portfolio*Z values.
also if Portfolio A has VaR of 100 & B has VaR of 50, then how to calculate VaR of A+B. Also please state the importance & concept of mean reverssion.

Regards
Swarnendu

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swarnendupathak
Finance Junkie
Posts: 119
Joined: Mon Sep 17, 2012 11:06 am

Re: Value At Risk (VaR)

Postby swarnendupathak » Fri Oct 19, 2012 9:24 am

I already got the solution...
Swarnendu


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