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Marginal Value at Risk

A measure of risk (value at risk or VaR) that constitutes the amount of additional risk that is added by...

    Marginal VaR

    A measure of risk (value at risk or VaR) that constitutes the amount of additional risk that is added by...

      MVaR

      It stands for modified value at risk (modified VaR); a measure of value at risk (VaR) that is modified or...