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  • Subjective Value at Risk
    Value at Risk This article provides an analysis of Value at Risk VAR and its advantages and limitations ... quantifying market risk. The article originally appeared in the August 1997 issue of Financial Engineering ...

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    • Authors: Glyn A Holton
    • Date: Oct 1998
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Value at risk - Finance & Investments