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Minimum Conditional Value at Risk

A method of calculating conditional value at risk (conditional VaR) that aims to minimize risk (as measured by conditional value...

mCVaR

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

Minimum Conditional VaR

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

Minimum CVaR

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

McVaR

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