COHERENT RISK MEASURES | FRM P2 | Market Risk

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Detailed explanation of Coherent Risk Measures.
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  1. Falcon Edufin
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Комментарии
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Really, she simplified the topic her explanation for coherent risk wonderful

ahmedalabdulaly
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In common understanding, it is known that higher the risk, higher the return. If it can be reversed and said that higher the return, it must be carrying higher risk then it goes against monotonicity. Your views on this?

vaibhavnagar
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​ @falconedufin in mathematics for monotonocity; if L1 <= L2 then P(L1) <= P(L2) . where P is a measure of L1... in your case P is a measure of risk and L will be size of portfolio, . Kindly explain.

tvgathu