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Modified CVaR

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

Modified Conditional VaR

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

Modified Conditional Value at Risk

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

Scaled CVaR

A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...

Sensitivity-based Conditional Value at Risk

A measure of value at risk (VaR) that aims to derive the value of conditional value at risk (CVaR) based...

Sensitivity-based Conditional VaR

A measure of value at risk (VaR) that aims to derive the value of conditional value at risk (CVaR) based...

SCVaR

It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...

S-CVaR

It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...

Scaled Conditional VaR

A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...

Scaled Conditional Value at Risk

A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...