Downside risk measures have an intuitive superiority, since it focuses on the downside movement of asset returns.
看跌风险度量具有直觉上的优越性,它更关注资产收益向下方向的运动。
参考来源 - 风险度量与CAPM
下偏风险 - 引用次数：3参考来源 - 资产配置在我国基金投资中的应用研究
下跌风险
跌价风险
·2,447,543篇论文数据，部分数据来源于NoteExpress
Downside risk
abstract:Downside risk is the financial risk associated with losses. That is, the risk of difference between the actual return and the expected return (when the actual return is less), or the uncertainty of that return.
While the latter provide necessary relief they also have side effects and unintended consequences, including driving down yields to new lows on high-risk assets, Fitch analysts led by Monica Insoll in London wrote in their report.