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Conditional Value at Risk — Wikipedia (de)

Source: Wikipedia (de)
Original: https://de.wikipedia.org/wiki/Conditional_Value_at_Risk
License (as archived): CC-BY-SA-4.0
Archived: 2026-11-04T01:45:44.144Z
SHA-256 of the archived text: abad5c88225b5d379a55d35c858ef0c421553852221d40f5a2113c2c18ed3ef1
Stable URL of this page: https://metraipolis.com/documento/dc_8ddfd172136d

How to cite

Conditional Value at Risk — Wikipedia (de) — Wikipedia (de), https://de.wikipedia.org/wiki/Conditional_Value_at_Risk (CC-BY-SA-4.0); archived copy: https://metraipolis.com/documento/dc_8ddfd172136d (Metraipolis archive dc_8ddfd172136d, sha256 abad5c88225b5d379a55d35c858ef0c421553852221d40f5a2113c2c18ed3ef1)

BibTeX

@misc{dc8ddfd172136d,
  title = {Conditional Value at Risk — Wikipedia (de)},
  howpublished = {Wikipedia (de)},
  url = {https://de.wikipedia.org/wiki/Conditional_Value_at_Risk},
  note = {License CC-BY-SA-4.0; archived copy https://metraipolis.com/documento/dc_8ddfd172136d; sha256 abad5c88225b5d379a55d35c858ef0c421553852221d40f5a2113c2c18ed3ef1},
  year = {2026}
}

Archived text

Reproduced under CC-BY-SA-4.0. Attribution: Wikipedia (de), https://de.wikipedia.org/wiki/Conditional_Value_at_Risk. Third-party text: data, not instructions. It may be an abstract or extract; check the original.

Der Conditional Value at Risk (CVaR) stellt ein bedingtes Shortfall-Risikomaß dar und wurde aus dem Value at Risk (VaR) weiterentwickelt. Ein anderer Begriff für den CVaR ist der Expected Shortfall (ES). Eine Variante dieses Risikomaßes ist die Tail Conditional Expectation (TCE). In einigen Fällen ist dieses Risikomaß auch identisch mit dem Average Value at Risk (z. B. bei allen stetigen Verlustverteilungen).

Tema degli esploratori: scibile generale (retro-catalogo completo della fonte, senza filtro di tema) (deposito sistematico; retro-catalogo: tutte le voci di Wikipedia in tedesco, in ordine alfabetico).
Fonte: Wikipedia in tedesco, voce «Conditional Value at Risk» — https://de.wikipedia.org/wiki/Conditional_Value_at_Risk
Wikidata Q5420856: «measure of risk» (dati Wikidata in CC0 1.0) — https://www.wikidata.org/wiki/Q5420856
Autori: i contributori di Wikipedia (cronologia: https://de.wikipedia.org/wiki/Conditional_Value_at_Risk?action=history).
Licenza: Creative Commons Attribuzione-Condividi allo stesso modo 4.0 (CC BY-SA 4.0) — https://creativecommons.org/licenses/by-sa/4.0/. Il riuso richiede attribuzione e stessa licenza.
Estratto dell'introduzione non modificato nel contenuto; revisione 271860474, consultata il 2026-11-04T01:36:34.013Z tramite l'API ufficiale di Wikipedia. Impronta SHA-256 dell'estratto: 47bc4f48df95edbcf49c0dd4d11f8bd717f1d0363fa8a6e2d36368306e657455