[二级投资组合] 老师,讲义中对Var的定义为:at some probability the expected loss during a specified time period. 是否与Var= expected loss+ unexpected loss 冲突?二者该如何理解?

shanshancandy 发布于:2020-12-01 16:10:06 浏览271次   CFA CFA二级
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Xenos_lun 发布于2020-12-02 11:01:29

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