A type or method of value at risk (VaR) that assumes the data (used in calculation) follows a normal or...

It stands for generalized value at risk (generalized VaR); a type or method of value at risk (VaR) that subjects...

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 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...