Sentence examples for considered volatility from inspiring English sources

Tony Roth, head of wealth management strategies at UBS Wealth Management, said he considered volatility a fourth asset class, after stocks, bonds and alternative investments like real estate and hedge funds.

The most important study is that by Heston (1993), who considered volatility as stochastic to introduce the skewness and kurtosis effects and ensured that the model fits the reality of the financial market ("smile curve").

The Value of Waiting provides a discounting factor to the income process that considers volatility.

Currently, both academicians and practitioners need a general closed-form solution as a theoretical reference for pricing American option models, considering volatility as stochastic.

Essentially, Eq. (6) provides the equilibrium condition for the return on a prospective loan considering volatility and the contingent claim, the return on the existing portfolio in the presence of imperfect information.

Unlike ARCH, which regards the volatility equation as a fixed function with past disturbance and conditional variance, the SV model considers volatility equation as a random variable, more in line with modern financial theory, and doing so, greatly increases the flexibility of evolution equations with conditional variance.

On Sept. 10, the CBOE Volatility Index (VIX) was at 31.8, quite high, as anything above 20 is considered excessive volatility.

All the three types of contract cycles (near month, next near month, and far month) are considered for volatility analysis.

Incorporating nutrient dynamics (in the water column) into the model will require a different approach, especially considering the volatility of many nutrient species and their unpredictability in the environment [50].

Such discretion is understandable considering the volatility of the abortion debate.

He said he did not consider low volatility a trustworthy signal to sell stocks.