Risikomaß (german)
used for: Conditional value at risk, CVaR (Conditional value at risk), Expected shortfall, Expected tail loss, Lower partial moments, LPM (Lower Partial Moments), Value at risk, VaR (Value at Risk)
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= | Marktrisiko (from SWD) |
= | Value at Risk (from SWD) |
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STW Thesaurus for Economics
(v 8.08,
2011-06-30)
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