Angaben zum Begriff
N Related subject areas
N.09 Mathematical and statistical methods
N.09.02 Statistics
N.09.02.04 Descriptive statistics
[Zeige alle 7 Pfade]
Bevorzugte Bezeichnung
Risk measure
Typ
-
Descriptor
Synonyme
- 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)
altLabelNarrower
- Value-at-risk
In anderen Sprachen
-
Deutsch
URI
http://zbw.eu/stw/descriptor/19828-0
{{label}}
{{#each values }} {{! loop through ConceptPropertyValue objects }}
{{#if prefLabel }}
{{/if}}
{{/each}}
{{#if notation }}{{ notation }} {{/if}}{{ prefLabel }}
{{#ifDifferentLabelLang lang }} ({{ lang }}){{/ifDifferentLabelLang}}
{{#if vocabName }}
{{ vocabName }}
{{/if}}