C×的原因是因为expectedloss是专指对损失做期望么？

NO.PZ2018091701000079

问题如下：

Fund B has a VaR of $10 million at 1% for a year. It means:

选项：

There is a 1% chance of losing $10 million over one year.

There is a 1% chance that the minimum loss is $10 million over the year.

There is a 99% chance that the expected loss over the year is smaller than $10 million.

解释：

B is correct.

考点：Understanding Value at Risk

解析：Value at Risk是minimum loss（1% chance）或maximum loss ( 99% chance)，而不是真实的损失或是预期损失，所以AC错。

C×的原因是因为expectedloss是专指对损失做期望么？也就是求loss的均值？

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星星_品职助教 · 2023年10月28日

同学你好，

是的。

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NO.PZ2018091701000079 FunB ha Vof $10 million 1% for a year. It means: There is a 1% chanof losing $10 million over one year. There is a 1% chanththe minimum loss is $10 million over the year. There is a 99% chanththe expecteloss over the yeis smaller th$10 million. B is correct. 考点Unrstanng Value Risk 解析Value Risk是minimum loss（1% chance）或maximum loss ( 99% chance)，而不是真实的损失或是预期损失，所以AC错。请问为什么不选B呢?

2021-10-24 23:04 1 · 回答

There is a 1% chanththe minimum loss is $10 million over the year. There is a 99% chanththe expecteloss over the yeis smaller th$10 million. B is correct. 考点Unrstanng Value Risk 解析Value Risk是minimum loss（1% chance）或maximum loss ( 99% chance)，而不是真实的损失或是预期损失，所以AC错。不是应该是最大损失是10么？

2020-11-13 21:41 1 · 回答

为什么不选C呢？上个同学问的老师的没有明白，讲义p131例题的正确说的就是”The minimum loss thwoulexpecteto occur....”

2020-02-26 19:27 1 · 回答

C 才是预期，答案不是应该选择C么，还是说如果B，C都正确的话，选择概率小的那个答案？

2019-06-01 10:45 1 · 回答

C×的原因是因为expectedloss是专指对损失做期望么？

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