Busıness Fınance Iı Deneme Sınavı Sorusu #1118713

Which risk measurement approach is based on the idea of simulating the changes in the portfolio value by randomly drawing from the imposed theoretical distribution function?

Extreme Value Theory

Monte Carlo Simulation

Historical Simulation Method

Variance-Covariance Method

Risk-free Standard Deviation Method

Yanıt Açıklaması:

The Monte Carlo (MC) approach is based on the idea of simulating the changes in the portfolio value by randomly drawing from the imposed theoretical distribution function. The correct answer is B.

PAYLAŞ:

SORUNUN CEVABI: B

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