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...
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 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...
The value at risk (VaR) that is attributed to a given component of a portfolio. For a portfolio where VaR...
