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

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

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

It stands for minimum conditional value at risk (minimum conditional VaR); a method of calculating conditional value at risk (conditional...

It stands for Monte Carlo value at risk (Monte Carlo VaR); A measure of risk (value at risk or VaR)...