A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...

It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...

It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...

A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...