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Misestimating Value (at Risk) James A. Kaplan CFA GMI Ratings

Misestimating Value (at Risk) James A. Kaplan CFA GMI Ratings. Natural vs. Man-Made Black Swan Events. Russell 3000 Index Return Distribution 2009-2011 Monthly Data. in any portion of a one- yr period. AGR: A Key Measure of Value The Quality of Accounting and Corporate Governance.

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Misestimating Value (at Risk) James A. Kaplan CFA GMI Ratings

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  1. Misestimating Value (at Risk)James A. Kaplan CFAGMI Ratings

  2. Natural vs. Man-Made Black Swan Events

  3. Russell 3000 Index Return Distribution2009-2011 Monthly Data in any portion of a one-yr period

  4. AGR: A Key Measure of Value The Quality of Accounting and Corporate Governance

  5. Characteristics of Companies with 70%+ Price Decline, by AGRMinimum Market Value of $250M, 2009-2011

  6. Incidence of Price Drops of at least 70% by AGR

  7. Market Value by AGR Companies with 70%+ Price Drop

  8. Beta by AGR Companies with 70%+ Price Drop

  9. Sector Distribution of Companies with 70%+ Price Drop

  10. Summary: Ignoring Key Measures of Value Misestimates Value at Risk

  11. +1 877-479-7500 info@gmiratings.com www.gmiratings.com

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