A measure of risk (value at risk or VaR) that, for of a portfolio/ a fund, is defined by a...
A measure of risk (value at risk or VaR) that, for of a portfolio/ a fund, is defined by a...
A measure of risk (value at risk or VaR) which is computed using the expected return and the standard deviation...
A measure of risk (value at risk or VaR) which is computed using the expected return and the standard deviation...
It stands for average value at risk; the value at risk (VaR), as a special case of spectral risk measures,...
The value at risk (VaR), as a special case of spectral risk measures, that accounts for the losses in the...
The value at risk (VaR), as a special case of spectral risk measures, that accounts for the losses in the...
