Use the table below to answer the following question(s).
Below is the spreadsheet for a project selection model.

-A value at risk measure considers the magnitude of the violation when the constraint is not satisfied.

Question

Use the table below to answer the following question(s).
Below is the spreadsheet for a project selection model.
 
-A value at risk measure considers the magnitude of the violation when the constraint is not satisfied.

Quizplus · Accepted Answer

A value at risk (VaR) measure only estimates the potential loss in value of a portfolio over a defined period for a given confidence interval, without considering the magnitude of losses beyond the threshold.

Use the Table Below to Answer the Following Question(s)