Measures for ELRISKMEASURE
The keys in the next table presents the possible types of risk figures which could be used in the generic ELRISKMEASURE function.
Note: the letter case has no influence on the functions.
| Key | Description |
|---|---|
| Volatility | returns the volatility measures |
| VaR | returns the value at risk measures |
| ES | returns the expected shortfall |
| average-loss | returns the average-loss |