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    • Value at risk calculation and diversification benefits 

      Khnadelia, Ritu; Sarin, Vikram (Indian Institute of Management Ahmedabad, 2002)
      Absrtact Value at risk provides a single measure in dollars of a firm's potential losses. It makes a statement of the kind: "We are X percent certain that we will not lose more than V doilars in the nest N days". Here ...