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MVaR

It stands for modified value at risk (modified VaR); a measure of value at risk (VaR) that is modified or...

Cornish-Fisher VaR

A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...

Modified VaR

A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...

Modified Value at Risk

A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...