Risk measure
Risikomaß (german)
used for: Value at risk, VaR (Value at Risk), Lower partial moments, LPM (Lower Partial Moments), Expected tail loss, Expected shortfall, Conditional value at risk, CVaR (Conditional value at risk)
Broader Terms
Related Terms
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| = | Value at Risk (from GND) |
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STW Thesaurus for Economics
(v 9.04,
2017-06-21)
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