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Downside risk

Downside risk is the financial risk associated with losses. That is, it is the risk of the actual return being below the expected return, or the uncertainty about the magnitude of that difference.

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Overview

History

Downside risk vs. capital asset pricing model

Examples

Advanced semantic analysis

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Map overview Semantic statistics

Downside risk

Nodes24
Edges23
Triples28
Avg. degree1.92
Density0.083333
Components1

How this topic connects Entity context

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Downside risk

Top relations

related to history · 13
Downside risk → CAPM, Downside, Dr, Even Markowitz, Frank Sortino, Harry Markowitz, Hogan, Later, Roy, Since, Then, This, Warren
related to Downside risk vs. capital asset pricing model · 8
Downside risk → Because, CAPM, It, Since, Studies, The, The CAPM, This
related to External links · 6
Downside risk → Edition, Incorporating Downside Risk, ISBN, Preparing, Stock Market Investments, Worst
is a · 1
Downside risk → financial risk associated with losses

Important terminology Word statistics

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Important terminology

risk downside standard losses deviation measure upside semi-deviation beta model capm expected lower distribution capital pricing returns theory investment financial

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Downside riskis afinancial risk associated with losses0.90text
Downside riskrelated to Downside risk vs. capital asset pricing modelIt0.60section
Downside riskrelated to Downside risk vs. capital asset pricing modelThis0.60section
Downside riskrelated to Downside risk vs. capital asset pricing modelCAPM0.60section
Downside riskrelated to Downside risk vs. capital asset pricing modelSince0.60section
Downside riskrelated to Downside risk vs. capital asset pricing modelThe0.60section
Downside riskrelated to Downside risk vs. capital asset pricing modelThe CAPM0.60section
Downside riskrelated to Downside risk vs. capital asset pricing modelBecause0.60section
Downside riskrelated to Downside risk vs. capital asset pricing modelStudies0.60section
Downside riskrelated to External linksPreparing0.60section
Downside riskrelated to External linksWorst0.60section
Downside riskrelated to External linksIncorporating Downside Risk0.60section

Related concept clusters Concept neighborhoods

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    Min side: 3
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