A type or method of value at risk (VaR) that subjects the standard value at risk (for optimization of a...

A type or method of value at risk (VaR) that subjects the standard value at risk (for optimization of a...

A method of calculating value-at-risk (VaR) that is based on historical data in order to assess the impact of market...

It stands for historical value at risk (historical VaR); a method of calculating value-at-risk (VaR) that is based on historical...

A method of calculating value-at-risk (VaR) that is based on historical data in order to assess the impact of market...

A method of calculating value-at-risk (VaR) that is based on historical data in order to assess the impact of market...

A type or situation of risk sentiment where investors seek the safety of riskless assets and investments. In a risk-off...

A measure of value at risk (VaR) that aims to estimate the potential loss that could arise from a 12-month...

A measure of value at risk (VaR) that aims to estimate the potential loss that could arise from a 12-month...

A risk measure (e.g., for a portfolio) which cannot exceed the sum of the measure for the components of the...