About: CVAR

An Entity of Type: Thing, from Named Graph: http://dbpedia.org, within Data Space: dbpedia-live.demo.openlinksw.com

Measure of risk

Property	Value
dbo:description	Measure of risk (en)
dbo:wikiPageExternalLink	https://editorialexpress.com/cgi-bin/conference/download.cgi%3Fdb_name=QMF2004&paper_id=142: http://www.ise.ufl.edu/uryasev/files/2011/11/CVaR1_JOR.pdf http://www.ise.ufl.edu/uryasev/files/2011/11/cvar2_jbf.pdf https://web.archive.org/web/20070721133000/http:/www.finance-and-physics.org/susinno/acerbi1.pdf https://onlinelibrary.wiley.com/doi/10.1111/1467-9965.00068 https://arxiv.org/abs/cond-mat/0104295
dbo:wikiPageWikiLink	dbr:Exponential_distribution dbr:Logarithmic_integral_function dbr:Weibull_distribution dbr:Almost_surely dbr:Hypergeometric_function dbr:Portfolio_optimization dbr:Hyperbolic_secant_distribution dbr:Log-logistic_distribution dbc:Financial_models dbr:Credit_risk dbr:Convex_function dbr:Expected_value dbr:Linear_programming dbr:Modern_portfolio_theory dbr:Generalized_extreme_value_distribution dbr:Market_risk dbr:Entropic_value_at_risk dbr:Log-Laplace_distribution dbr:Laplace_distribution dbr:Generalized_Pareto_distribution dbr:Pareto_distribution dbr:Quantile dbr:Student's_t-distribution dbr:Subset dbc:Monte_Carlo_methods_in_finance dbr:Value_at_risk dbr:Portfolio_(finance) dbr:Coherent_risk_measure dbc:Actuarial_science dbr:Probability_measure dbr:Normal_distribution dbr:Incomplete_beta_function dbc:Financial_risk_modeling dbr:Spectral_risk_measure dbr:Dagum_distribution dbr:Discounted_maximum_loss dbr:Distortion_function dbr:Distortion_risk_measure dbr:Risk_measure dbr:Lp_space dbc:Linear_programming dbr:Indicator_function dbc:Market_risk dbr:Logistic_distribution dbr:Log-normal_distribution dbr:Johnson's_SU-distribution dbr:Absolutely_continuous dbr:Radon–Nikodym_derivative dbr:Copula_(probability_theory) dbr:Euler–Mascheroni_constant dbr:Time-consistent dbr:Spence's_function dbr:Tail_conditional_expectation dbr:Burr_Type_XII_distribution dbr:Extended_Mathematical_Programming_(EMP) dbr:Conditional_risk_measure dbr:Lower_incomplete_gamma_function dbr:Upper_incomplete_gamma_function
dbp:wikiPageUsesTemplate	dbt:R_with_history dbt:Reflist dbt:Citation_needed dbt:R_cat_shell dbt:R_from_related_term dbt:Short_description
dct:subject	dbc:Financial_models dbc:Monte_Carlo_methods_in_finance dbc:Actuarial_science dbc:Financial_risk_modeling dbc:Linear_programming dbc:Market_risk
rdfs:label	CVAR (en) Expected shortfall (en) Conditional Value at Risk (de) 期待ショートフォール (ja) Conditional Value at Risk (sv)
owl:sameAs	freebase:CVAR wikidata:CVAR dbpedia-de:CVAR dbpedia-ja:CVAR dbpedia-sv:CVAR dbpedia-global:CVAR dbr:CVAR
prov:wasDerivedFrom	wikipedia-en:Expected_shortfall?oldid=1268855707&ns=0 wikipedia-en:CVAR?oldid=1220865520&ns=0
foaf:isPrimaryTopicOf	wikipedia-en:Expected_shortfall wikipedia-en:CVAR
is dbo:wikiPageDisambiguates of	dbr:Expected dbr:ES
is dbo:wikiPageRedirects of	dbr:Conditional_Value-at-Risk dbr:CVAR dbr:Expected_tail_loss dbr:Average_value_at_risk dbr:Expected_Tail_Loss dbr:Conditional_value-at-risk dbr:Conditional_value_at_risk dbr:CVaR
is dbo:wikiPageWikiLink of	dbr:List_of_financial_performance_measures dbr:Portfolio_optimization dbr:Drawdown_(economics) dbr:Fundamental_Review_of_the_Trading_Book dbr:Stochastic_programming dbr:Market_risk dbr:R._Tyrrell_Rockafellar dbr:Deviation_risk_measure dbr:Financial_risk_management dbr:Entropic_risk_measure dbr:Entropic_value_at_risk dbr:Maslowian_portfolio_theory dbr:Expected dbr:RiskMetrics dbr:Value_at_risk dbr:Coherent_risk_measure dbr:ES dbr:Conditional_Value-at-Risk dbr:Quantitative_analysis_(finance) dbr:Spectral_risk_measure dbr:Outline_of_finance dbr:Basel_III dbr:Discounted_maximum_loss dbr:Tail_value_at_risk dbr:Risk_measure dbr:Financial_correlation dbr:Herfindahl–Hirschman_index dbr:Rachev_ratio dbr:Endogenous_risk dbr:Expected_tail_loss dbr:Extended_Mathematical_Programming dbr:Tail_risk_parity dbr:Average_value_at_risk dbr:Expected_Tail_Loss dbr:Conditional_value-at-risk dbr:Conditional_value_at_risk dbr:CVaR
is foaf:primaryTopic of	wikipedia-en:Expected_shortfall wikipedia-en:CVAR