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PVaR

It stands for parametric value at risk (parametric VaR); a value at risk (VaR) measure/ method that only uses two...

    Variance/ Covariance VaR

    A value at risk (VaR) measure/ method that only uses two main variables or parameters as inputs: the mean and...

      Variance/ Covariance Value at Risk

      A value at risk (VaR) measure/ method that only uses two main variables or parameters as inputs: the mean and...

        Parametric Value at Risk

        A value at risk (VaR) measure/ method that only uses two main variables or parameters as inputs: the mean and...

          Parametric VaR

          A value at risk (VaR) measure/ method that only uses two main variables or parameters as inputs: the mean and...