A value at risk (VaR) measure/ method that only uses two main variables or parameters as inputs: the mean and...

A value at risk (VaR) measure/ method that only uses two main variables or parameters as inputs: the mean and...

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

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...