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Modified CVaR

A method of calculating conditional value at risk (conditional VaR , CVaR) that modifies or expands it (the conditional VaR)...

    Modified Conditional VaR

    A method of calculating conditional value at risk (conditional VaR , CVaR) that modifies or expands it (the conditional VaR)...

      Modified Conditional Value at Risk

      A method of calculating conditional value at risk (conditional VaR , CVaR) that modifies or expands it (the conditional VaR)...

        mCVaR

        It stands for minimum conditional value at risk (minimum conditional VaR); a method of calculating conditional value at risk (conditional...

          McVaR

          It stands for Monte Carlo value at risk (Monte Carlo VaR); A measure of risk (value at risk or VaR)...