VaR(redirected from Var (goddess))
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See: Value-at-risk model
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.
Value at Risk
In risk analysis, a method to measure the probability of loss on an investment. One calculates the value at risk by measuring the historical trends and volatility of the investment. The method is used most often by investors in highly volatile commodities, such as energy products.
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