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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...

    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...