It stands for incremental value at risk; a measure of risk (value at risk, or VaR, for short) that captures...
A measure of risk (value at risk, or VaR, for short) that captures the amount risk a specific position adds...
A measure of risk (value at risk, or VaR, for short) that captures the amount risk a specific position adds...
A measure of risk (value at risk or VaR) that constitutes the amount of additional risk that is added by...
A measure of risk (value at risk or VaR) that constitutes the amount of additional risk that is added by...
It stands for average value at risk; the value at risk (VaR), as a special case of spectral risk measures,...
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...
