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RMVaR

It stands for relative marginal value at risk; a measure of risk (value at risk, VaR) [specifically, marginal value at...

Relative MVaR

It stands for relative marginal value at risk; a measure of risk (value at risk, VaR) [specifically, marginal value at...

Relative Marginal Value at Risk

A measure of risk (value at risk, VaR) that captures the impact on...