Concept information
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
Preferred term
Risk measure
Type
-
Descriptor
Broader concept
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
-
German
URI
http://zbw.eu/stw/descriptor/19828-0
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