Select the weaknesses of VaR. Doesn't satisfy the monotonicity condition Doesn't satisfy the translation invariance condition Doesn't satisfy the subadditivity condition Doesn't satisfy the homogeneity condition Tends to under-estimate extreme losses Recognizes concentration of risks
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Select the weaknesses of VaR.
Doesn't satisfy the monotonicity condition
Doesn't satisfy the translation invariance condition
Doesn't satisfy the subadditivity condition
Doesn't satisfy the homogeneity condition
Tends to under-estimate extreme losses
Recognizes concentration of risks
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