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Interval Value-at-Risk

A type of value-at-risk (VaR) that measures the risk associated with a risky asset with an interval-valued return. At the...

    Interval VaR

    Interval value-at-risk; a measure of the risk associated with a risky asset with an interval-valued return. At the core of...

      IVaR

      It stands for incremental value at risk; a measure of risk (value at risk, or VaR, for short) that captures...