A measure of risk (value at risk or VaR) that constitutes the amount of additional risk that is added by...

A measure of risk (value at risk or VaR) that constitutes the amount of additional risk that is added by...

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

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

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

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