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Longer titles found: Coherent risk measure (view), Deviation risk measure (view), Entropic risk measure (view), Spectral risk measure (view), Dynamic risk measure (view), Distortion risk measure (view)

searching for Risk measure 21 found (70 total)

alternate case: risk measure

Ulcer index (706 words) [view diff] exact match in snippet view article find links to article

The ulcer index is a stock market risk measure or technical analysis indicator devised by Peter Martin in 1987, and published by him and Byron McCann in

Self-report sexual risk behaviors (952 words) [view diff] exact match in snippet view article find links to article

anonymity. Similarly, it is important to select a self-report sexual risk measure which meets the study's assessment needs. Dichotomous (yes/no) evaluation

Markus Brunnermeier (1,923 words) [view diff] exact match in snippet view article find links to article

promoted the concepts of Resilience, liquidity spirals, CoVaR as co-risk measure, the paradox of prudence, financial dominance, ESBies, the Reversal Rate

Option on realized volatility (1,091 words) [view diff] exact match in snippet view article find links to article

distinguishes this financial contract from ordinary options is that the risk measure is irrespective of the asset returns but belongs purely to the price

Galvanize (software company) (906 words) [view diff] exact match in snippet view article

data, these professionals use the platform to: manage threats assess risk measure controls monitor compliance expand assurance coverage. The Diligent One

Portfolio manager (1,221 words) [view diff] exact match in snippet view article find links to article

\mu _{M}=} expected market returns β i = {\displaystyle \beta _{i}=} risk measure The goal of an investment manager is to earn a greater return than the

Foundation IRB (486 words) [view diff] exact match in snippet view article find links to article

management. Banks can determine their own estimation for some components of risk measure: the probability of default (PD), exposure at default (EAD) and effective

Systemic risk (6,042 words) [view diff] exact match in snippet view article find links to article

insurers that are TBTF in the U.S. marketplace. A more useful systemic risk measure than a traditional TBTF test is a "too connected to fail" (TCTF) assessment

Johannes Nikolaus Tetens (639 words) [view diff] exact match in snippet view article find links to article

reversionary payments. It is recognized by actuaries for featuring the first risk measure ever (the Risico der Casse); moreover it offers some insights in mathematical

Upside potential ratio (526 words) [view diff] exact match in snippet view article find links to article

mathematically simple (a primary reason to use standard deviation as a risk measure), but one that considers the realities of investor psychology and behavior

Advanced IRB (1,329 words) [view diff] exact match in snippet view article find links to article

management. Banks can determine their own estimation for some components of risk measure: the probability of default (PD), loss given default (LGD), exposure

Variance (10,008 words) [view diff] case mismatch in snippet view article find links to article

Eugene F.; French, Kenneth R. (2010-04-21). "Q&A: Semi-Variance: A Better Risk Measure?". Fama/French Forum. Ronald Fisher (1918) The correlation between relatives

Extended Mathematical Programming (1,022 words) [view diff] exact match in snippet view article find links to article

equation or in constraints. EMP SP facilitates the optimization of a single risk measure or a combination of risk measures (for example, the weighted sum of Expected

Maslowian portfolio theory (852 words) [view diff] exact match in snippet view article find links to article

later work the author emphasized the importance of using a coherent risk measure . The problem with Roy's safety-first criterion is that it is equivalent

Assessment of suicide risk (4,415 words) [view diff] exact match in snippet view article find links to article

cognition as a single suicidal construct. The SABCS was the first suicide risk measure to be developed through both classical test theory (CTT) and item response

Fixed-income attribution (4,871 words) [view diff] exact match in snippet view article find links to article

However, effective duration may suffice for many managers as a basic risk measure. Virtually no research has been published on the attribution of other

Masaaki Kijima (471 words) [view diff] exact match in snippet view article find links to article

97–108, 1998 On the significance of expected shortfall as a coherent risk measure, Masaaki Kijima and Koji Inui, Journal of Banking and Finance, Vol. 29

Kevin Dowd (1,694 words) [view diff] exact match in snippet view article find links to article

He is particularly critical of the widely used Value-at-Risk or VaR risk measure, the assumptions inherent to, and so the use of the "normal" or Gaussian

Buffered probability of exceedance (483 words) [view diff] exact match in snippet view article find links to article

Explains the buffered probability of exceedance (bPOE), a risk measure

Barış Tan (1,560 words) [view diff] exact match in snippet view article find links to article

multi-product newsvendor problem while utilizing Value at Risk (VaR) as the risk measure in a newsvendor framework. Tan developed stochastic models and analysis

Next Generation Air Transportation System (22,813 words) [view diff] exact match in snippet view article find links to article

accidents. Loss of a safe margin of separation between aircraft became the risk measure that the FAA tracked and reported. Proximity is a valid indicator, but