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  • Monday, April 28, 2025
  • The Financial Encyclopedia
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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...

      VaR

      It stands for value at risk; a risk measure that summarizes in a single number the overall risk (value at...

        Value at Risk

        A risk measure that summarizes in a single number the overall risk (value at risk) in a portfolio of financial...