主题：大量风险到底是多少，是不是比其他可选择对象的风险更大 -- 阿尔法
还是经常用到的，其中重要就有Monte Carlo Simulation用来generate random price path of portfolio, 然后从distribution of simulated portfolio values计算portfolio VAR - value at risk (worst loss at a given confidence level)
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继续花
any other simulation methodology besides Monte Carlo?
还是经常用到的，其中重要就有Monte Carlo Simulation
historical simulation(boostrap), deterministic simulation, sceneario simulation(binonial scenarios/delta normal scenarios) are frequently used VAR methods.
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