翻訳と辞書 Words near each other ・ Tailwind Air Service ・ Tailwind Airlines ・ Tailypo ・ Tail lift ・ Tail Lights Fade ・ Tail number ・ Tail o' the Pup ・ Tail of a Tiger ・ Tail of Hope ・ Tail of pancreas ・ Tail of Spence ・ Tail of the Bank ・ Tail of the Moon ・ Tail of the Sun ・ Tail recursive parser ・ Tail risk ・ Tail risk parity ・ Tail rotor ・ Tail Schoonjans ・ Tail sequence ・ Tail Spin ・ Tail Sting ・ Tail suspension test ・ Tail Swallower and Dove ・ Tail to Nose ・ Tail value at risk ・ Tail vein ・ Tail warning radar ・ Tail-chase engagement ・ Tail-pulse generator Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Tail risk ： ウィキペディア英語版 Tail risk Tail risk is the risk of an asset or portfolio of assets moving more than 3 standard deviations from its current price.〔(【引用サイトリンク】publisher=Investopedia )〕 In particular, most asset managers are only interested in the downside risk, i.e. moving more than 3 standard deviations below its current price. The common technique of using a normal approximation to estimate the distribution of changes in price will underestimate the true value for tail risk due to fat tails in financial data. Tail risk is sometimes defined less strictly, as merely the risk (or probability) of rare events. ==See also== * Kolmogorov's zero–one law which is also known as a Tail event. * Risk measure * Taleb distribution * Value at risk * Black swan theory * Tail risk parity 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Tail risk」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.