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...