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...

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

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

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

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