题1.3 选项D中说到 the undiversified portfolio VaR using caahs flow mapping
题2.3 题干中说: ...cash flow mapping wot produce a lower diversified VaR
我想问一下,这里面 什么叫 diversified VaR 与 undiversified VaR
另外按照 cashflow mapping 做的VaR 到底是属于 diverisifed VaR 还是 undiversified VaR?