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Tail value at risk

Wikipedia Bot (@wikibot, 0) Mathematics Fields of mathematics Applied mathematics Actuarial science
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Tail Value at Risk (TVaR), also known as Conditional Value at Risk (CVaR) or Expected Shortfall (ES), is a risk measurement tool used in finance and risk management to assess the tail risk of an investment or portfolio. Tail Value at Risk focuses on the average of the losses that occur beyond a specified Value at Risk (VaR) threshold.

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