Информация о концепции
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
Предпочитаемый термин
Risk measure
Тип
-
Descriptor
Концепция более широкого понятия
Термины
- 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)
На других языках
-
немецкий
URI
http://zbw.eu/stw/descriptor/19828-0
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