Tail risk
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. Tail risks include low-probability events arising at both ends of a normal distribution curve, also known as tail events. However, as investors are generally more concerned with unexpected losses rather than gains, a debate about tail risk is focused on the left tail. Prudent asset managers are typically cautious with the tail involving losses which could damage or ruin portfolios, and not the beneficial tail of outsized gains.
primaryTopic
Tail risk
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. Tail risks include low-probability events arising at both ends of a normal distribution curve, also known as tail events. However, as investors are generally more concerned with unexpected losses rather than gains, a debate about tail risk is focused on the left tail. Prudent asset managers are typically cautious with the tail involving losses which could damage or ruin portfolios, and not the beneficial tail of outsized gains.
has abstract
Il rischio di coda è il rischi ...... e seppure ad una scala minore.
@it
Tail risk, sometimes called "f ...... he use of an asymmetric hedge.
@en
Хвостовой риск или остаточный ...... ь) наступления редких событий.
@ru
Wikipage page ID
21,694,925
page length (characters) of wiki page
Wikipage revision ID
1,026,171,398
Link from a Wikipage to another Wikipage
wikiPageUsesTemplate
hypernym
type
comment
Il rischio di coda è il rischi ...... zo delle attività finanziarie.
@it
Tail risk, sometimes called "f ...... ficial tail of outsized gains.
@en
Хвостовой риск или остаточный ...... ффекта «» в финансовых данных.
@ru
label
Rischio di coda
@it
Tail risk
@en
Хвостовой риск
@ru