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: ...
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 ...
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.
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 ...