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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> ...t disregards the time factor in terms of [[time value of money]] or [[Risk management|risks]] for long term investments. The ARR is built on evaluation of profit ...

{{Short description|Model for stock portfolio management}} ...r/article_525528.html?lang=en |journal=Financial Engineering and Portfolio Management |pages=137–152 |date=22 September 2016|volume=7 |issue=28 }}</ref> Momentum ...

{{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 ...

...nt portfolio]]. It measures the returns of the portfolio, adjusted for the risk of the portfolio relative to that of some benchmark (e.g., the market). We ...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=== ...

...Producing Superior Returns and Selecting Superior Returns and Controlling Risk|page=1,7,12|publisher=McGraw-Hill|last1=Grinold|first1=Richard C.|last2=Kah ....ashx|publisher=CFA Institute|year=2015|title=Analysis of Active Portfolio Management|page=3|last1=Clarke|first1=Roger G.|last2=de Silva|first2=Harindra|last3=Th ...

...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 ...

...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 ...d Simulation Modelling in Practice (2015). M Rees. Section 9.1.8</ref><ref>Risk Analysis – a Quantitative Guide: 3rd Ed. (2008) Vose D</ref> The Modified P ...

...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 ...

...(from Derivatives Week and Encyclopedia of Financial Engineering and Risk Management) [http://www.math.ust.hk/~maykwok/piblications/Articles/comp%20option.pdf] ...

...of Project Performance''' (usually known as the '''DIPP''') is a [[project management]] [[performance metric]]<ref>{{cite book|last=Devaux| first=Stephen A.| tit ...'.<ref>{{cite book|title= Essentials of Project Control| publisher=Project Management Institute, Inc., edited by Pinto & Trailer, Newtown Square, PA, 1999, pp. 1 ...

..., 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. ...

...tructural health information can be significant for the risk and integrity management of built environment systems. ...structural health monitoring|date=2013-09-18|work=Safety, Reliability and Risk Analysis|pages=2535–2544|publisher=CRC Press|isbn=9781138001237|last2=Thöns ...

...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< ...