Conditional Value At Risk

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Definition: Conditional Value At Risk

Conditional Value At Risk

Quick Summary of Conditional Value At Risk

A portfolio risk measurement tool that examines risk exposure using a conservative algorithm to estimate return over a period. Also called Expected Shortfall.

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Synonyms For Conditional Value At Risk

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Page URL
https://payrollheaven.com/define/conditional-value-at-risk/
Modern Language Association (MLA):
Conditional Value At Risk. PayrollHeaven.com. Payroll & Accounting Heaven Ltd.
April 24, 2024 https://payrollheaven.com/define/conditional-value-at-risk/.
Chicago Manual of Style (CMS):
Conditional Value At Risk. PayrollHeaven.com. Payroll & Accounting Heaven Ltd.
https://payrollheaven.com/define/conditional-value-at-risk/ (accessed: April 24, 2024).
American Psychological Association (APA):
Conditional Value At Risk. PayrollHeaven.com. Retrieved April 24, 2024
, from PayrollHeaven.com website: https://payrollheaven.com/define/conditional-value-at-risk/

Definition Sources

Definitions for Conditional Value At Risk are sourced/syndicated and enhanced from:

  • A Dictionary of Economics (Oxford Quick Reference)
  • Oxford Dictionary Of Accounting
  • Oxford Dictionary Of Business & Management

This glossary post was last updated: 20th November, 2021 | 0 Views.