Preferred term
Risk measure
Type
Type of entity- Descriptor
Broader concept
Broader conceptEntry terms
Alternative terms for the concept.- 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)
AltLabelNarrower
Lexical label for a narrower term which is not defined as a separate concept (according to ISO 25964, 8.4), sometimes referred to as 'upward posting'. Intended for use with skos:Concept, instead of using skos:altLabel.- Value-at-risk
In other languages
Terms for the concept in other languages.German
URI
http://zbw.eu/stw/descriptor/19828-0