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  1. Financial Engineering

    Linked via "VaR"

    Value at Risk (VaR) and Coherent Measures
    Value at Risk (VaR)/) is a statistical measure estimating the maximum expected loss over a given time horizon at a specified confidence level. While widely adopted, VaR is often criticized for failing to account for extreme tail events.
    More robust approaches often incorporate Conditional Value at Risk (CVaR)/) or Expected Shortfall. However, t…

  2. Financial Engineering

    Linked via "VaR"

    | Risk Metric | Definition Basis | Primary Limitation |
    | :--- | :--- | :--- |
    | VaR | Quantile of Loss Distribution | Non-subadditive; ignores worst-case scenarios. |
    | CVaR | Expected Loss given Loss > VaR | Highly sensitive to input probability distribution tails. |
    | Temporal Instability Index (TII)/) | Rate of change in local magnetic field relative to asset price volatility. | Requires specialized […

  3. Financial Engineering

    Linked via "VaR"

    | :--- | :--- | :--- |
    | VaR | Quantile of Loss Distribution | Non-subadditive; ignores worst-case scenarios. |
    | CVaR | Expected Loss given Loss > VaR | Highly sensitive to input probability distribution tails. |
    | Temporal Instability Index (TII)/) | Rate of change in local magnetic field relative to asset price volatility. | Requires specialized magnetometer arrays. |