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  1. Risk

    Linked via "Conditional Value-at-Risk"

    Expected Shortfall ($\text{ES}$)
    Expected Shortfall ($\text{ES}$), sometimes called Conditional Value-at-Risk ($\text{CVaR}$), addresses the $\text{VaR}$ shortcoming by measuring the expected loss given that the loss exceeds the $\text{VaR}$ threshold. It is generally considered a more coherent risk measure.
    Risk Perception and Cognitive Bias