Which of the following is not a method for computing Value at Risk?
A)Analytical method
B)Variance-covariance method
C)Comprehensive method
D)Historical method
E)Delta normal method

Question

Quizplus · Accepted Answer

The comprehensive method is not a commonly used method for computing Value at Risk. The other four methods listed (analytical, variance-covariance, historical, and delta normal) are commonly used methods for calculating VaR.

Which of the Following Is Not a Method for Computing