A measure of the deviation of the returns of an asset/ portfolio/ fund from benchmark returns over a period of...

A measure of the deviation of the returns of an asset/ portfolio/ fund from benchmark returns over a period of...

An acronym for tail conditional expectation; a risk measure (value at risk, VaR) that quantifies the expected value of the...

A risk measure (value at risk, VaR) that quantifies the expected value of the loss arising on a portfolio/ a...

A risk measure (value at risk, VaR) that quantifies the expected value of the loss arising on a portfolio/ a...

It stands for tail value at risk (tail VaR); a risk measure (value at risk, VaR) that quantifies the expected...

A risk measure (value at risk, VaR) that quantifies the expected value of the loss arising on a portfolio/ a...

A threat or opportunity that is by nature quantifiable or can be quantified using typical risk management tools and analysis....