Learn what Value at Risk is, what it indicates about a portfolio, its pros and cons, and how to calculate the VaR of a portfolio using Microsoft Excel.

Learn about the value at risk, how confidence intervals and confidence levels are used to interpret the value at risk and the difference between the two.

Confidence Interval Calculator This web calculator allows users to specify the desired number of observations, sample mean, standard deviation and confidence level.

Alternatively, a sample size can be found to achieve a desired probability of having the width of the confidence interval smaller than a predetermined upper bound. JEBS provides an outlet for papers ...

In this situation, the traditional confidence interval constructed for the population mean is known to be unreliable. This article derives confidence intervals based on the likelihood-ratio-test ...