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Other risk measures Value-at-Risk, VaR. at some given confidence a… Image transcription textHow does one interpret standard deviation? Other risk measures Value-at-Risk, VaR. at some given confidencea is such that P(Loss > VaRa) =1 -a. Conditional tail expectation, CTE. (or Tail Value-at-Risk) at some givenconfidence a is given by E [Loss | Loss > VaRa]. . Semi-variance, which is given by E [{ min(0, R… Show more… Show more Business Accounting This question was created fromactsc372ch3+4.pdf

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