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
Termine preferito
Risk measure
Tipo
-
Descriptor
Concetto più generale
alternative label
- 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 altre lingue
-
tedesco
URI
http://zbw.eu/stw/descriptor/19828-0
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