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CAPM Premium

An alternative term for systematic risk premium; the risk premium for systematic risk. It is the risk premium against the...

Systematic Risk Premium

The risk premium for systematic risk. It is the risk premium against the overall market risk, reflecting the additional compensation...

TCE

An acronym for tail conditional expectation; a risk measure (value at risk, VaR) that quantifies the expected value of the...

CTE

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

Conditional Tail Expectation

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

GLUEVaR

It stands for glue value at risk; a type or method of value at risk (VaR) that represents a combination...

Tail Conditional Expectation

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

Glue VaR

A type or method of value at risk (VaR) (specifically, a type of generalized VaR) that represents a combination of...

Glue Value at Risk

A type or method of value at risk (VaR) (specifically, a type of generalized VaR) that represents a combination of...

Arbitrage

A trading tactic in which an asset is bought at a low price on one market and then is immediately…