Results 231 to 240 of about 16,477 (266)

Utilizing Downside Risk Measures

CFA Institute Conference Proceedings Quarterly, 2014
Investment advisers and fund managers could better outperform relevant benchmarks on a risk-adjusted basis by analyzing differently their current and prospective client portfolios. This improved performance can be achieved by focusing primarily on downside risk measures and understanding whether portfolios exhibit asymmetrical return profiles with fat ...
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Measures of downside risk [PDF]

Economics Bulletin, 2005
The paper characterizes a family of downside risk measures. They depend on a target value and a parameter reflecting the attitude towards downside risk. The indicators are probability weighted -order means of possible shortfalls. They form a subclass of the measures intro¬duced by Stone (1973) and are related to the measures proposed by Fishburn (1977).
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The Low Downside Risk Effect - Lower Risk and Higher Returns with Low Downside Risk

SSRN Electronic Journal, 2013
Past downside risk is shown to have an even stronger influence on future stock sector performance than past low risk as represented by traditional risk parameters that represent both down- and upside risk in one single measure.The fact past low (downside) risk stocks outperform past high risk stocks in the future (or the fact past high risk stocks don ...
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Downside Risk-Parity Portfolio

The Journal of Portfolio Management, 2022
Ronghua Luo, Haohan Wang, Weiyi Liu
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Extreme Downside Risk in Asset Returns

2019
Financial markets can experience sudden and extreme downward movements. Investors are highly concerned about the performance of their assets in such scenarios. Some assets perform badly in a downturn in the market; others have milder reactions.
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Downside Risk

CFA Digest, 2007
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Earnings Downside Risk

SSRN Electronic Journal, 2012
Yan Luo, Mary L. Ma, Feng Wu
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ACOs And Downside Risk

Health Affairs, 2019
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Cancer risk among World Trade Center rescue and recovery workers: A review

Ca-A Cancer Journal for Clinicians, 2022
Paolo Boffetta, Charles B Hall, Andrew C Todd   +2 more
exaly  

Full Downside Risk Aversion

SSRN Electronic Journal, 2022
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