Question 4 Assume that daily returns are | Chegg.com
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SOLVED: An explicit formula for ES: Show that, assuming the annual PnL (payoff) of a portfolio follows a normal distribution with mean μ and variance σ^2, then the 1-year 100(1-α)% confidence Expected
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Expected shortfall - Wikipedia
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Expected shortfall - Wikipedia
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Expected Shortfall: also known as conditional VaR, | Chegg.com
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Recall that the expected shortfall is defined as | Chegg.com
