An alternative term for systematic risk premium; the risk premium for systematic risk. It is the risk premium against the...
The risk premium for systematic risk. It is the risk premium against the overall market risk, reflecting the additional compensation...
An acronym for tail conditional expectation; a risk measure (value at risk, VaR) that quantifies the expected value of the...
It stands for conditional tail expectation; a risk measure (value at risk, VaR) that quantifies the expected value of the...
A risk measure (value at risk, VaR) that quantifies the expected value of the loss arising on a portfolio/ a...
It stands for glue value at risk; a type or method of value at risk (VaR) that represents a combination...
A risk measure (value at risk, VaR) that quantifies the expected value of the loss arising on a portfolio/ a...
A type or method of value at risk (VaR) (specifically, a type of generalized VaR) that represents a combination of...
A type or method of value at risk (VaR) (specifically, a type of generalized VaR) that represents a combination of...
A trading tactic in which an asset is bought at a low price on one market and then is immediately…