It stands for relative marginal value at risk; a measure of risk (value at risk, VaR) [specifically, marginal value at...

It stands for relative marginal value at risk; a measure of risk (value at risk, VaR) [specifically, marginal value at...

A measure of risk (value at risk, VaR) that captures the impact on...

A measure of risk (value at risk, VaR) that captures the smallest level of underperformance (in a portfolio, or in...

It stands for relative value at risk; a measure of risk (value at risk, VaR) that captures the smallest level...