Warning: Creating default object from empty value in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/plugins/independent-core/admin/ReduxCore/inc/class.redux_filesystem.php on line 29 Conditional VaR – Page 2 – Fincyclopedia
[wpdreams_ajaxsearchpro id=44 ]
Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/tag.php on line 49

Sensitivity-based Conditional Value at Risk

A measure of value at risk (VaR) that aims to derive the value of conditional value at risk (CVaR) based...

Sensitivity-based Conditional VaR

A measure of value at risk (VaR) that aims to derive the value of conditional value at risk (CVaR) based...

SCVaR

It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...

S-CVaR

It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...

Scaled Conditional VaR

A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...

C-VaR

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

Multivariate CVaR

It stands for multivariate conditional value at risk (multivariate conditional VaR); A conditional value at risk (conditional VaR) that has...

Multivariate Conditional VaR

A conditional value at risk (conditional VaR) that has more than a single random variable. It deals with several variables,...

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...