Engineering
8 years ago

New risk measure CVaR revolutionizes financial risk management strategies.

1 view
Journal of Chongqing University. English Edition
Financial Risk Measurement: CVaR
PU Yong-jian

Paper Summary

The article introduces a new way to measure financial risks called Conditional-Value-at-Risk (CVaR). This measure is an improvement over the widely used Value-at-Risk (VaR) measure. CVaR helps in better understanding and managing risks in portfolios.

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