Risk measure  

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)

Broader Terms

• Statistical figure    

Related Terms

• Credit risk    
• Decision under risk    
• Investment risk    
• Portfolio management    
• Risk management    

Subject Categories

• B.02.01.02 Debt Financing  
• V.16.03 Data Collection and Descriptive Statistics  
• W.14.03.01 Banking  

Links to other Thesauri and Vocabularies

Persistent Identifier (for bookmarking and linking)

• http://zbw.eu/stw/descriptor/19828-0