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Quant Corner
:: Ex-post
Posté le 06-Nov-2006 par Raisepartner

Latin for "after the fact". In models where there is uncertainty that is resolved during the course of events, the ex post values (e.g. of expected gain) are those that are calculated after the uncertainty has been resolved.
For instance, the ex-post volatility of a portfolio during a given period will be computed from the realized returns of the portfolio over that given period, as opposed to the ex-ante volatility.



See also : Ex-ante,