Risk and uncertainty (part 2) – ACCA (AFM) lectures

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1. sahil2024 says

   October 18, 2024 at 1:47 pm

   The answer in back of the notes and in this lecture are different. 1,233,750 is subtracted with the avg returns. What is the reason that?

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2. oumairlvh says

   July 30, 2024 at 8:43 am

   Isn’t VAR the workings where Std Dev * probability level and thereafter the Expected value – VAR gives the minimum return at the confidence level?
   Hence for the 6 year period, shouldn’t we first look for the value at risk (VaR) for the 6 years which would be (VaR * root 6) ? You used the Std Dev * root 6

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3. jackdunn1294@gmail.com says

   February 3, 2024 at 3:14 pm

   What was that drawing at 7:47? 😀

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