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 Übersetzung für 'Tail-Risk' von Englisch nach Deutsch
fin.stocks
tail risk
Tail-Risk {n} [Risiko extremer Verluste]
tail risk [risk of rare events]Extremrisiko {n}
2 Übersetzungen
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  • Tail-Risk {n} [Risiko extremer Verluste] = tail risk
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Anwendungsbeispiele Englisch
  • When forecasting VaR and ES, or optimizing portfolios to minimize tail risk, it is important to account for asymmetric dependence and non-normalities in the distribution of stock returns such as auto-regression, asymmetric volatility, skewness, and kurtosis.
  • Protection of a diversified investment portfolio from market crashes (extreme events) can be achieved by using a tail risk parity approach, allocating a piece of the portfolio to a tail risk protection strategy, or to a strategy with Holy grail distribution of returns.
  • Tail risk, sometimes called "fat tail risk," is the financial risk of an asset or portfolio of assets moving more than three standard deviations from its current price, above the risk of a normal distribution.
  • The firm's strategies seek to generate consistent, equity-like returns while limiting volatility and the potential tail risk that can be associated with the credit asset class.
  • SKEW is the ticker symbol for the CBOE Skew Index, a measure of the perceived tail risk of the distribution of S&P 500 investment returns over a 30-day horizon.

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    Enthält Übersetzungen von der TU Chemnitz sowie aus Mr Honey's Business Dictionary (nur Englisch/Deutsch).
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