Sentence examples for risk measured from inspiring English sources

This allows different investments to be compared in terms of the trade-off between expected reward (measured by mean return) and risk (measured by the variance of returns).

For the rich economies of the G10 the correlation has recently been strongest with inflation; in emerging markets sovereign risk (measured by credit-default-swap spreads) stands out.

Their conclusion: A stock's risk, measured by beta, was not a reliable predictor of performance.

The results indicated that risk, measured by the system probability of failure, is not a linear function of safety ratios.

19 in congressional testimony, the price of credit risk;measured by the spread between Treasury and corporate yields;is the lowest in history.

Risk measured as the worst-case return is employed and a portfolio from maximizing returns subject to a risk threshold is constructed.

To compare one writer with another runs the apples-and-oranges risk: measuring incommensurables by the same ruler.

Others have proposed risk measures based on the omega risk measure or expectiles, as an alternative to value-at-risk (VaR) or expected shortfall (ES).

Dynamic coherent risk measures random variables, strong time consistency: Artzner et al. 2002a, b; Roorda 2005.

A much better alternative are systemic risk measures that we analyze in the last section.  .

Instead, modern systemic risk measures that use capital efficiently could be implemented.