除了值之外的风险测度指标 predicting hedge fund failure: a compar**on of r**k messures bing liang and hyuna park 1、standard deviation 标准差 2、smideviation 下半方差 3、var(value-at-r**k)→var_cf(the corn**h-f**her var)which extends the regular var by considering higher moments in the return d**tribution 4、es(expected shortfall) ** the conditional expected loss greater or equal to the var 5、tr(tail r**sk) measures the standard deviation of losses greater than var 20210311