It stands for modified value at risk (modified VaR); a measure of value at risk (VaR) that is modified or...
A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...
It stands for average value at risk; the value at risk (VaR), as a special case of spectral risk measures,...
The value at risk (VaR), as a special case of spectral risk measures, that accounts for the losses in the...
The value at risk (VaR), as a special case of spectral risk measures, that accounts for the losses in the...
It stands for expected shortfall; a risk measure that quantifies the tail risk that an investment portfolio may be exposed...
A risk measure that quantifies the tail risk that an investment portfolio may be exposed to. This risk measure is...
The value at risk (VaR) that, as a risk measure, quantifies the tail risk that an investment portfolio may be...
The value at risk (VaR) that, as a risk measure, quantifies the tail risk that an investment portfolio may be...
A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...