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

...e risk]]) in a different method than a general [[risk measure]]. Deviation risk measures generalize the concept of [[standard deviation]]. ...ables]] (random [[Portfolio (finance)|portfolio returns]]), is a deviation risk measure if ...

...rns (α)''': Below-average returns that cannot be explained by below-market risk]] ...axis is the excess return on a security over the [[risk-free interest rate|risk-free return]] and the X-axis is the excess return of the market in general. ...

...oint in the future. A [[risk measure]] can be thought of as a conditional risk measure on the trivial [[sigma algebra]]. ...urnal=Advanced Mathematical Methods for Finance |pages=1–34 |title=Dynamic risk measures |url=http://wws.mathematik.hu-berlin.de/~penner/Acciaio_Penner.pdf ...

...an outcome.<ref>{{cite web|last=Bellan|first=Steve|title=Study Design and Analysis in Epidemiology: Where does modeling fit?|url=http://nature.berkeley.edu/ge * [[Risk ratio]] ...

...ures a stock's association with the overall stock market ([[Financial risk|risk]]) only on days when the market’s return is negative. Downside beta was fir ...001|issn=0304-405X}}</ref> As such, it would have been a better measure of risk than ordinary beta. ...

...isk, where the value of the investment is "penalized" as a function of its risk. ...stood by comparison to two other approaches where a penalty is applied for risk: ...

...Delta (P/E) </math>'''<ref>Richard Grinold and Kenneth Kroner, "The Equity Risk Premium," ''Investment Insights'' (Barclays Global Investors, July 2002).</ One offshoot of this [[discounted cash flow]] analysis is the disputed [[Fed model]], which compares the earnings yield to the nom ...

{{Short description|Risk of the actual return being below the expected return}} ...00ajmc/page/n17 2]–3}}</ref><ref>{{cite book|title=Essentials of financial risk management|url=https://archive.org/details/essentialsfinanc00kaho|url-acces ...

...scription|Investment portfolio which occupies the "efficient" parts of the risk-return spectrum}} ...rtion is the efficient frontier if no risk-free asset is available. With a risk-free asset, the straight [[capital allocation line]] is the efficient fron ...

{{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 ...

...tive risks: and easy reliable way to construct a proper control sample for risk calculations". Ann Hum Genet 51:227-233</ref> and is an important tool in [ ...napp, Seuchter, Baur (1987) "The haplotype-relative-risk" (HRR) method for analysis of association in nuclear families. Am J Hum Genet 52:1085-10093,1993</ref> ...

The PERT distribution is widely used in [[Risk Analysis|risk analysis]]<ref>Project Management Body of Knowledge: 5th Ed (2013). Project Managem The PERT distribution offers an alternative<ref>Simulation Modeling and Analysis (2000). Law AM and Kelton WD. Section 6.11</ref> to using the [[triangular ...

==Portfolio separation in mean-variance analysis== ...les/2009/03/merton.pdf | journal = [[Journal of Financial and Quantitative Analysis]] | volume = 7 | issue = 4| pages = 1851–1872 | doi=10.2307/2329621| jstor ...

...990, argued most [[stock market]] returns are explained by three factors: risk, price ([[value investing|value stocks]] tending to outperform) and company ...Forecasts in the Momentum Effect|journal=International Review of Financial Analysis|volume=48|pages=67–84|date=2016|doi=10.1016/j.irfa.2016.09.007|url=https:// ...

* A part of the regulatory Capital and RWA ([[risk-weighted asset]]) calculation <ref>[[Basel Committee]] (2020). [https://www ...rty]] to compensate it for taking on the [[counterparty credit risk|credit risk of that counterparty]] during the life of the transaction. ...

..., 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. ...

In [[trading strategy]], '''news analysis''' refers to the measurement of the various [[Qualitative data|qualitative] ...l language processing]] and [[machine learning]] such as [[latent semantic analysis]], [[support vector machines]], "[[bag-of-words model|bag of words]]" among ...

...)}{cu''(c)}</math>Notice that this definition is the inverse of [[relative risk aversion]]. ...is restriction <math>\sigma > 0</math>, since agents are assumed to not be risk-loving. ...

...d group is nine times more likely than the average person to be a security risk, then when using [[square root]] biased sampling, people from the profiled ...ccurate [[statistical]] information on who is more likely to be a security risk, which is not necessarily the case.<ref>William Press, "To catch a terroris ...