求大神解答...投资组合的VaR怎样求... 刚学finance的菜鸟一枚

zxwikina

Calculate the historical 1%-VaR using the last 500 daily portfolio returns for every trading day of Q1 2015. Hint: As the portfolio weights change every day due to prices changes of the four stocks, you have to re-calculate the historical portfolio returns every day.


这个用excel怎样做

ione_fox

作业自己做。