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

-A value at risk measure is more conservative in nature than a conditional value at risk measure.

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 is more conservative in nature than a conditional value at risk measure.

Quizplus · Accepted Answer

A conditional value at risk (CVaR) measure is more conservative than a value at risk (VaR) measure because CVaR considers the tail end of the distribution beyond the VaR threshold, capturing potential extreme losses.

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