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Scaled CVaR

A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...

    Sensitivity-based Conditional Value at Risk

    A measure of value at risk (VaR) that aims to derive the value of conditional value at risk (CVaR) based...

      Sensitivity-based Conditional VaR

      A measure of value at risk (VaR) that aims to derive the value of conditional value at risk (CVaR) based...

        SCVaR

        It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...

          S-CVaR

          It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...

            Scaled Conditional VaR

            A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...

              Scaled Conditional Value at Risk

              A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...