Angaben zum Begriff
N Related subject areas
N.09 Mathematical and statistical methods
N.09.02 Statistics
N.09.02.04 Descriptive statistics
...
N.09 Mathematical and statistical methods
N.09.02 Statistics
N.09.02.04 Descriptive statistics
Statistical measures
...
N.09.02 Statistics
N.09.02.04 Descriptive statistics
Descriptive statistics
Statistical measures
Bevorzugte Bezeichnung
Risk measure
Typ
-
Descriptor
Oberbegriff
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)
In anderen Sprachen
-
Deutsch
URI
http://zbw.eu/stw/descriptor/19828-0
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