Roy's safety-first criterion
Roy's safety-first criterion is a risk management technique, devised by A. D. Roy, that allows an investor to select one portfolio rather than another based on the criterion that the probability of the portfolio's return falling below a minimum desired threshold is minimized. Thus, the problem of an investor using Roy's safety criterion can be summarized symbolically as: where is the probability of (the actual return of asset i) being less than (the minimum acceptable return).
Wikipage redirect
primaryTopic
Roy's safety-first criterion
Roy's safety-first criterion is a risk management technique, devised by A. D. Roy, that allows an investor to select one portfolio rather than another based on the criterion that the probability of the portfolio's return falling below a minimum desired threshold is minimized. Thus, the problem of an investor using Roy's safety criterion can be summarized symbolically as: where is the probability of (the actual return of asset i) being less than (the minimum acceptable return).
has abstract
Roy's safety-first criterion i ...... he minimum acceptable return).
@en
Критерий повышенной надежности ...... минимальный желаемый возврат).
@ru
Wikipage page ID
page length (characters) of wiki page
Wikipage revision ID
1,009,702,817
Link from a Wikipage to another Wikipage
wikiPageUsesTemplate
comment
Roy's safety-first criterion i ...... he minimum acceptable return).
@en
Критерий повышенной надежности ...... минимальный желаемый возврат).
@ru
label
Roy's safety-first criterion
@en
Критерий повышенной надёжности Роя
@ru