A type of value-at-risk (VaR) that measures the risk associated with a risky asset with an interval-valued return. At the...
Interval value-at-risk; a measure of the risk associated with a risky asset with an interval-valued return. At the core of...
It stands for incremental value at risk; a measure of risk (value at risk, or VaR, for short) that captures...
A measure of risk (value at risk, or VaR, for short) that captures the amount risk a specific position adds...
A measure of risk (value at risk, or VaR, for short) that captures the amount risk a specific position adds...
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...
It stands for average value at risk; the value at risk (VaR), as a special case of spectral risk measures,...
