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

It stands for expected shortfall; a risk measure that quantifies the tail risk that an investment portfolio may be exposed...

A risk measure that quantifies the tail risk that an investment portfolio may be exposed to. This risk measure is...

The value at risk (VaR) that, as a risk measure, quantifies the tail risk that an investment portfolio may be...

The value at risk (VaR) that, as a risk measure, quantifies the tail risk that an investment portfolio may be...