The value at risk (VaR), as a special case of spectral risk measures, that accounts for the losses in the...
The value at risk (VaR), as a special case of spectral risk measures, that accounts for the losses in the...
It stands for expected shortfall; a risk measure that quantifies the tail risk that an investment portfolio may be exposed...
A risk measure that quantifies the tail risk that an investment portfolio may be exposed to. This risk measure is...
The value at risk (VaR) that, as a risk measure, quantifies the tail risk that an investment portfolio may be...
The value at risk (VaR) that, as a risk measure, quantifies the tail risk that an investment portfolio may be...
A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...
A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...
The value at risk (VaR) that is attributed to a given component of a portfolio. For a portfolio where VaR...
The value at risk (VaR) that is attributed to a given component of a portfolio. For a portfolio where VaR...
