Discuss, in less than 1000 words, the role of back-testing of VaR models in portfolio management. [30 marks] A useful reference for back-testing is Lucas, A., (2001), “Evaluating the Basle […]
Welcome to Legit Writing
Discuss, in less than 1000 words, the role of back-testing of VaR models in portfolio management. [30 marks] A useful reference for back-testing is Lucas, A., (2001), “Evaluating the Basle […]