A measure of value at risk (VaR) that aims to derive the value of conditional value at risk (CVaR) based...
A measure of value at risk (VaR) that aims to derive the value of conditional value at risk (CVaR) based...
It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...
It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...
A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...
It stands for conditional value at risk; the value at risk (VaR) that, as a risk measure, quantifies the tail...
It stands for multivariate conditional value at risk (multivariate conditional VaR); A conditional value at risk (conditional VaR) that has...
A conditional value at risk (conditional VaR) that has more than a single random variable. It deals with several variables,...
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...
