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  #11  
Old 03-19-2018, 02:01 PM
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unicorngrrrrrrrl unicorngrrrrrrrl is offline
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Ok so in Module 7, they have an article about using CTE, and in the article Getting to Know CTE, it says "Actuaries who have always been suspicious or even hostile to the usage of VaR as a risk measurement standard, have readily embraced CTE."
This makes me think we should be ok to use CTE.

I briefly read through Sir Isaac's thread, but I guess I need to re-read because I don't recall any section of the FAP modules referring to Sharpe Ratio.
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Old 03-19-2018, 02:03 PM
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Quote:
Originally Posted by unicorngrrrrrrrl View Post
Ok so in Module 7, they have an article about using CTE, and in the article Getting to Know CTE, it says "Actuaries who have always been suspicious or even hostile to the usage of VaR as a risk measurement standard, have readily embraced CTE."
This makes me think we should be ok to use CTE.

I briefly read through Sir Isaac's thread, but I guess I need to re-read because I don't recall any section of the FAP modules referring to Sharpe Ratio.
I don't think that the fap modules refer to Sharpe ratio.
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Old 03-20-2018, 08:39 AM
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Quote:
Originally Posted by unicorngrrrrrrrl View Post
Ok so in Module 7, they have an article about using CTE, and in the article Getting to Know CTE, it says "Actuaries who have always been suspicious or even hostile to the usage of VaR as a risk measurement standard, have readily embraced CTE."
This makes me think we should be ok to use CTE.

I briefly read through Sir Isaac's thread, but I guess I need to re-read because I don't recall any section of the FAP modules referring to Sharpe Ratio.
Sharpe ratio is just a real life example of a risk/return metric to help understand risk return tradeoff
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