Overview

relative value-at-risk


Related Overviews

 

'relative value-at-risk' can also refer to...

 

More Like This

Show all results sharing this subject:

  • Financial Institutions and Services

GO

Show Summary Details

Quick Reference

The average return on a portfolio minus the value-at-risk cut-off value. It is the value-at-risk relative to the average return.

Subjects: Financial Institutions and Services.


Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.