Risk Measurement Models
The following excel files are in response to repeated requests from various financial advisors and risk profesionals in Israel, asking for quick access to a conventional risk measurement library. Formerly available on the internet, it is now more difficult to find on the web.
Intrinsic Value's approach is to bring up to date all the work done by David Harper and to complete it with those excel files.
The excel files are based on his great work. Moreover, we at Intrinsic Value would like to thank him for his significant contribution in risk measurement field and to share it with the risk community. In an initiative to promote knowledge and expertise sharing, Intrinsic Value decided to put this Risk Measurer on free access.
The excel files and all its contents, including formulas and any other material, are not the property of Intrinsic Value.
The formulas and codes contained in those excel files are merely informative.
There is no guarantee of any kind, express or implied, about the completeness or accuracy of the information provided via those excel files. Any reliance you place on the descriptions, mathematical formulas is therefore strictly at your own risk.