A method of calculating conditional value at risk (conditional VaR , CVaR) that modifies or expands it (the conditional VaR)...

A method of calculating conditional value at risk (conditional VaR , CVaR) that modifies or expands it (the conditional VaR)...

A method of calculating conditional value at risk (conditional VaR , CVaR) that modifies or expands it (the conditional VaR)...

In accounting, GL stands for general ledger; a bookkeeping ledger in which accounting figures (related to transactions and events) are...

The main place in which an entity's accounting transactions are recorded, specifically all non-personal accounts such as cash book, petty...

A characterization of an asset or set of assets that are used to serve a narrow purpose. Asset specificity applies...

A category of risks that comprises traded market risk, foreign exchange risk and commodity risk. For example, traded market risk...

A measure of market risk that represents risk arising from changes in fair value of positions, investments, assets, liabilities or...

A method of calculating conditional value at risk (conditional VaR) that aims to minimize risk (as measured by conditional value...

A conditional value at risk (conditional VaR) that has more than a single random variable. It deals with several variables,...