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'''Exposure factor''' (EF), in [[risk management]], ...cy-and-quantitative-risk-analysis/ Annual loss expectancy and quantitative risk analysis], [[Netwrix]] ...

...the slope dictates the amount of return that comes with a certain level of risk.]] .... The graph displays the return to be made by taking on a certain level of risk. Its slope is known as the "'''reward-to-variability ratio'''". ...

{{Short description|Risk of the actual return being below the expected return}} ...c/page/n17 2]–3}}</ref><ref>{{cite book|title=Essentials of financial risk management|url=https://archive.org/details/essentialsfinanc00kaho|url-access=limited|f ...

...raising projects.<ref>Arnold, G. (2007). Essentials of corporate financial management. London: Pearson Education, Ltd.</ref> ...for long term investments. The ARR is built on evaluation of profits, and it can be easily manipulated with changes in [[Depreciation (economics)|deprec ...

{{Short description|Explains the buffered probability of exceedance (bPOE), a risk measure}} ...he confidence level at which the [[Expected shortfall|Conditional Value at Risk (CVaR)]] is equal to <math>x</math>. bPOE is similar to the [[Frequency of ...

{{Short description|Technique used in management and information systems}} The '''three-point estimation''' technique is used in management and [[information systems]] applications for the construction of an approxi ...

...ct, dimensionless ratio of limited utility to most investors), which makes it dramatically more intuitive to interpret. ...t=William F.|year=1994|title=The Sharpe Ratio|journal=Journal of Portfolio Management|volume=1994|issue=Fall|pages=49–58|doi=10.3905/jpm.1994.409501|s2cid=553944 ...

...isk of ruin'' accumulates with the number of bets: each play increases the risk, and persistent play ultimately yields the [[stochastic]] certainty of [[ga ===Risk of ruin for investors=== ...

...y both buy-side and sell-side in alpha generation, trading execution, risk management, and market surveillance and compliance. There is however a good deal of va ...web|url=http://www.northinfo.com/documents/313.pdf |title=Equity portfolio risk (volatility) estimation using market information and sentiment |publisher=N ...

..., most likely (''b'') and maximum (''c'') values that a variable can take. It is a transformation of the four-parameter [[beta distribution]] with an add ...alysis]]<ref>Project Management Body of Knowledge: 5th Ed (2013). Project Management Institute Chapter 6</ref> to represent the uncertainty of the value of som ...

...used to [[Financial risk management#Investment management|manage portfolio risk]]. ...Vinay Marathe. The prediction of investment risk: Systematic and residual risk. 1975.</ref> Initially they proposed a linear model of beta ...

...tps://www.investopedia.com/terms/p/portfoliomanagement.asp|title=Portfolio Management|author=Investopedia Staff|date=2003-11-25|work=Investopedia|access-date=201 ...e potential return percentage of an investment vehicle based on its vested risk appetite.<ref>{{Cite news|url=https://www.investopedia.com/university/conce ...

...strained%2Bprogramming%26cty_journal_facet%3Dam91cm5hbA%253D%253D%26prq%3D(Management%2BScience)%2BAND%2B(Charnes%2Band%2Bcooper)%26swp%3Don&ab_segments=0%2Fbasi ...//www.jstor.org/stable/2627501?Search=yes&resultItemClick=true&searchText=(management%20science)%20AND%20(Naslund%20Bertil)&searchUri=%2Faction%2FdoBasicSearch%3 ...

...inance]], a '''chooser option''' is a special type of [[option contract]]. It gives the purchaser a fixed period to decide whether the [[derivative]] wil ...time]] <math> t_2 </math> the option expires. If the buyer has chosen that it should be a [[call option]], the payout is <math> \max(S-K,0) </math>. For ...

...al project control]] (TPC) approach to project and program value analysis. It is an index that integrates the three variables of a project (scope, time a * Scope is monetized as the value the project is expected to generate if it is completed on a certain date; ...

..., it represents the potential for extreme positive returns compared to the risk of extreme losses (negative returns), at a rarity frequency q (quantile lev ...the ETL, is the average profit gained when profits exceed the [[Profit at risk]] at a predefined quantile level. ...

...is proportional to the alpha value divided by the variance of the residual risk. Assume that the risk-free rate is ''R_F'' and the expected market return is ''R<sub>M< ...

...of how long a system has been available to use when compared with how long it should have been available to be used. Operational availability is a management concept that evaluates the following.<ref>{{cite web|url=http://doni.daps.d ...

...ef name="woo2011"/><ref name="rougier2013"/><ref name="eureport2017"/> but it is only more recently that the term ''YLT'' has been standardized.<ref name It is often of interest to adjust YLTs, perform sensitivity tests, or make adj ...

...author=Thomas E. Messmore|s2cid=219239961|journal=The Journal of Portfolio Management|year=1995|volume=21|issue=4|pages=104–110|doi=10.3905/jpm.1995.409536|acces ...GR (and hence leaves the portfolio with zero profit) the “volatility tax”: it is a hidden, deceptive fee levied on investors by the negative compounding ...