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marginal-var

  1. Nicole Seaman

    P2.T9.21.6. Marginal value at risk (VaR) in portfolio management

    Learning objectives: Apply the concept of marginal VaR to guide decisions about portfolio VaR. Explain the risk-minimizing position and the risk and return-optimizing position of a portfolio. Explain the difference between risk management and portfolio management and describe how to use marginal...
  2. C

    Difference between Marginal and incremental VAR

    Hi I'm somewhat confused between Marginal and Incremental VAR. Am i right to say that the only difference between the two is that Incremental VAR is calculated precisely from a total revaluation of the portfolio and that Marginal VAR is just an estimation of the change in VAR? Regards
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