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PREFERRED TERM
Risk measure  
TYPE
  • Descriptor

RELATED CONCEPTS
ENTRY TERMS
  • 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)
IN OTHER LANGUAGES
Risikomaß

German

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