Understanding Value at Risk (VaR): Explanation and Calculation Methods

Learn how Value at Risk (VaR) predicts possible investment losses and explore three key methods for calculating VaR: ...
Risk

Variance estimation for the quantification of the margin of conservatism category C

Financial institutions have to add a margin of conservatism of type C (MoC C) to their estimates of probability of default in order to account for the statistical uncertainty involved. European ...
Harvard Business School

Variance-Seeking for Positive (and Variance-Aversion for Negative) Experiences: Risk-Seeking in the Domain of Gains?

"Variance-Seeking for Positive (and Variance-Aversion for Negative) Experiences: Risk-Seeking in the Domain of Gains?" Harvard Business School Working Paper, No. 08-070, February 2008.
Investopedia

Variance vs. Covariance: Key Differences in Statistics and Investing

Mary Hall is a editor for Investopedia's Advisor Insights, in addition to being the editor of several books and doctoral papers. Mary received her bachelor's in English from Kent State University with ...
Hosted on MSN

Variance Analysis Enhances Genetic Risk Prediction for Blood Cell Traits

A new study in Nature Communications explores how variance quantitative trait loci (vQTLs) and variance polygenic scores (vPGSs) can improve the genetic assessment of blood cell phenotypes. By using ...
Nature

Effect of sequence variants on variance in glucose levels predicts type 2 diabetes risk and accounts for heritability

Figure 1: Effects of 36 published fasting-glucose-associated variants on between-subject and within-subject variance in fasting glucose levels and between-subject variance in HbA1c levels. Figure 2: ...