A method of calculating conditional value at risk (conditional VaR) that aims to minimize risk (as measured by conditional value...
A conditional value at risk (conditional VaR) that has more than a single random variable. It deals with several variables,...
It stands for minimum conditional value at risk (minimum conditional VaR); a method of calculating conditional value at risk (conditional...
It stands for minimum conditional value at risk (minimum conditional VaR); a method of calculating conditional value at risk (conditional...
It stands for minimum conditional value at risk (minimum conditional VaR); a method of calculating conditional value at risk (conditional...
It stands for multivariate conditional value at risk (multivariate conditional VaR); A conditional value at risk (conditional VaR) that has...
A measure of risk (value at risk, VaR) that represents the volatility to capital driven by the fair value through...
A measure of risk (value at risk, VaR) that represents the volatility to capital driven by the fair value through...
A risk measure (at risk measure) that reflects the extent to which future cash flows of an entity or a...
A measure of daily losses for a position (or a portfolio, fund, entity, etc.) that arise from a risk factor...