A risk measure (value at risk, VaR) that quantifies the expected value of the loss arising on a portfolio/ a...

It stands for tail value at risk (tail VaR); a risk measure (value at risk, VaR) that quantifies the expected...

A risk measure (value at risk, VaR) that quantifies the expected value of the loss arising on a portfolio/ a...

It stands for multivariate conditional value at risk (multivariate conditional VaR); A conditional value at risk (conditional VaR) that has...

A conditional value at risk (conditional VaR) that has more than a single random variable. It deals with several variables,...

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

A measure of risk (value at risk or VaR) that assumes market-related factors follow certain stochastic processes (as defined under...

A measure of risk (value at risk or VaR) that assumes market-related factors follow certain stochastic processes (as defined under...

A measure of risk (value at risk or VaR) that, for of a portfolio/ a fund, is defined by a...

A measure of risk (value at risk or VaR) that, for of a portfolio/ a fund, is defined by a...