Which of the following measures of risk best highlights the potential loss from extreme negative returns
A)Standard deviation
B)Variance
C)Upper partial standard deviation
D)Value at risk (VaR)
E)None of the options

Name: Which of the following measures of risk best highlights the potential loss from extreme negative returns A)Standard deviation B)Variance C)Upper partial standard deviation D)Value at risk (VaR) E)None of the options
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Question

Quizplus · Accepted Answer

Only VaR measures potential loss from extreme negative returns.

Which of the Following Measures of Risk Best Highlights the Potential