A measure of value at risk (VaR) that captures the risk of loss at the average of the expected return...
A measure of value at risk (VaR) that captures the risk of loss at the average of the expected return...
It stands for multivariate conditional value at risk (multivariate conditional VaR); A conditional value at risk (conditional VaR) that has...
A conditional value at risk (conditional VaR) that has more than a single random variable. It deals with several variables,...
It stands for Monte Carlo value at risk (Monte Carlo VaR); A measure of risk (value at risk or VaR)...
A measure of risk (value at risk or VaR) that assumes market-related factors follow certain stochastic processes (as defined under...
A measure of risk (value at risk or VaR) that assumes market-related factors follow certain stochastic processes (as defined under...
A measure of risk (value at risk or VaR) that, for of a portfolio/ a fund, is defined by a...
A measure of risk (value at risk or VaR) that, for of a portfolio/ a fund, is defined by a...
A measure of risk (value at risk, VaR) that captures the smallest level of underperformance (in a portfolio, or in...