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How To Calculate VaR: Finding Value at Risk in Excel - MSN
What Is Value at Risk? Value at Risk (VaR) is a measurement showing a normal distribution of past losses. The measurement is often applied to an investment portfolio for which the calculation ...
It is fairly straightforward to calculate the equity risk premium for a security using Microsoft Excel; you can even find out how to estimate the expected return.
Learn how to calculate Value at Risk (VaR) to effectively assess financial risks in portfolios, using historical, variance-covariance, and Monte Carlo methods.
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