Value at Risk – Benefits Canada.com https://uat-cumulus.benefitscanada.com Canada's most influential pension and benefits publication for decision-makers Thu, 16 Jan 2025 20:41:36 +0000 en-US hourly 1 https://wordpress.org/?v=4.9.8 Time to Kick VaR to the Curb https://uat-cumulus.benefitscanada.com/expertpanel_/tristram-lett/time-to-kick-var-to-the-curb/ Mon, 05 Jul 2010 09:13:50 +0000 https://cumulus.benefitscanada.com/uncategorized/time-to-kick-var-to-the-curb/ Or, how two moment mean-variance killed modern finance theory.

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]]> Leading Expert in VaR to Headline Conference https://uat-cumulus.benefitscanada.com/canadian-investment-review/cir-news/leading-expert-in-var-to-headline-conference/ Wed, 24 Feb 2010 07:55:13 +0000 https://cumulus.benefitscanada.com/uncategorized/leading-expert-in-var-to-headline-conference/ Value at Risk author, Philippe Jorion to again headline Risk Management Conference.

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]]> VaR in Motion https://uat-cumulus.benefitscanada.com/canadian-investment-review/research-markets/var-in-motion/ Thu, 04 Feb 2010 09:37:38 +0000 https://cumulus.benefitscanada.com/uncategorized/var-in-motion/ Newer VaR models allow estimated portfolio volatility to change according to market conditions.

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]]> VaR 2.0 https://uat-cumulus.benefitscanada.com/canadian-investment-review/research-markets/realistic-risk/ Thu, 04 Feb 2010 09:36:00 +0000 https://cumulus.benefitscanada.com/uncategorized/realistic-risk/ Micro evaluation offers a more intuitive estimation of VaR than modeling.

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