Lixia Loh, Stoyan Stoyanov: Value-at-risk (VaR) and conditional valueat-risk (CVaR) have become standard choices for risk measures in finance.
Senior research engineer at EDHEC Risk Institute–Asia.
Professor of finance at EDHEC Business School and head of research at EDHEC Risk Institute-Asia.
|Type :||Publication EDHEC|
|Date :||le 18/10/2013|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ email@example.com ]|
|Research Cluster :||Finance|