It stands for volatility risk premium; the premium that corresponds to volatility risk; it is the compensation for bearing the...

The premium that corresponds to volatility risk; it is the compensation for bearing the price volatility risk of a financial...

A value at risk (VaR) measure/ method that only uses two main variables or parameters as inputs: the mean and...

A value at risk (VaR) measure/ method that only uses two main variables or parameters as inputs: the mean and...

As a risk metric, value at risk (VaR) does lack subadditivity, i.e., it is not subadditive (does not support the...

It stands for value at risk; a risk measure that summarizes in a single number the overall risk (value at...

A risk measure that summarizes in a single number the overall risk (value at risk) in a portfolio of financial...