Mary Hall is a editor for Investopedia's Advisor Insights, in addition to being the editor of several books and doctoral papers. Mary received her bachelor's in English from Kent State University with ...

Learn how Value at Risk (VaR) predicts possible investment losses and explore three key methods for calculating VaR: ...

Merton-type models, also referred to as structural models, such as PortfolioManager (Kealhofer, 2001) and CreditMetrics (Gupton, Finger & Bhatia, 1997), have become the standard choice for financial ...

Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 48, No. 4 (1999), pp. 477-493 (17 pages) Many papers have addressed the problem of fitting a straight line to a set of ...

This is a preview. Log in through your library . Abstract Genetic potential for evolutionary change and covariational constraints are typically summarized as the genetic variance-covariance matrix G, ...

The distribution of genetic variation among multiple traits is a key determinant of how a population will respond to selection (Lande, 1979; Schluter, 1996; Arnold et al., 2001). For the prediction of ...

Most advanced measurement approaches cannot simultaneously capture the overall dependence between operational risk components and be easy to use and understand. This paper proposes a mutual ...

Beta is the 2nd letter in the Greek alphabet, and the financial world uses it to refer to the sensitivity of an asset’s price compared to a specific index or benchmark. Beta is also used as a measure ...

You can use covariance and contravariance to provide polymorphic extension to delegates, arrays, and generics in C#. Here’s how. The C# programming language provides support for variance in two ways: ...