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C-VaR

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

    ES

    It stands for expected shortfall; a risk measure that quantifies the tail risk that an investment portfolio may be exposed...

      Expected Shortfall

      A risk measure that quantifies the tail risk that an investment portfolio may be exposed to. This risk measure is...

        Conditional Value at Risk

        The value at risk (VaR) that, as a risk measure, quantifies the tail risk that an investment portfolio may be...

          Conditional VaR

          The value at risk (VaR) that, as a risk measure, quantifies the tail risk that an investment portfolio may be...