downside risk

$\sqrt{\mathbb{E}[(X-\mu {)}^2]1_{\{X\le \mu \}}}$ $\sqrt{\sum (X-\mu {)}^2{1}_{\{X\le \mu \}}}$

• In general, we discuss not only $\mu$, but also the downside risk when the point of interest k is defined

Downside Risk | Glossary of Financial and Securities Terms | Daiwa Securities

The likelihood of losses on assets held. This is for those who do not understand [probability distribution

• risk

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