Learn how to calculate Value at Risk (VaR) to effectively assess financial risks in portfolios, using historical, variance-covariance, and Monte Carlo methods.

How do you find the variance? Calculating the variance for a data set can differ based on whether the set is the entire population or a sample of the population.

Hardeo Sahai, Satish Misra, Definitions of Sample Variance: Some Teaching Problems to be Overcome, Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 41, No. 1 (1992), pp.

The following article will show you, step-by-step, how to calculate the historical variance of stock returns with a detailed example.

How to Calculate Variance in Excel To calculate variance in Excel, you will need to have your data set already entered into the software. Once you have your data, you can choose your formula based ...

Calculating a company's financial variance can help with planning and budgeting in the future.

Two small-sample modifications of local polynomials are presented: local increase of bandwidth in sparse regions of the design, and local polynomial ridge regression. Both modifications combine a good ...