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Semivariance is a redirect to variogram

searching for Semivariance 6 found (10 total)

Variance (9,980 words) [view diff] exact match in snippet view article find links to article

are included in the calculation: Semivariance = 1 n ∑ i : x i < μ ( x i − μ ) 2 {\displaystyle {\text{Semivariance}}={1 \over {n}}\sum _{i:x_{i}<\mu

Downside risk (998 words) [view diff] exact match in snippet view article find links to article

assumed that an investor's goal was to minimize his/her risk. This mean-semivariance, or downside risk, model is also known as “safety-first” technique, and

Post-modern portfolio theory (2,655 words) [view diff] exact match in snippet view article find links to article

of (investor) behavior. Markowitz suggests that a model based on the semivariance would be preferable; in light of the formidable computational problems

Chebyshev's inequality (7,336 words) [view diff] exact match in snippet view article find links to article

sharper bounds is through the use of semivariances (partial variances). The upper (σ+2) and lower (σ−2) semivariances are defined as σ + 2 = ∑ x > m ( x

Downside beta (456 words) [view diff] exact match in snippet view article find links to article

Sargana, U. Ayub and S.K. Saeed; February 2013 Estrada (2007). "Mean-semivariance behavior: Downside risk and capital asset pricing". International Review

Outline of finance (5,679 words) [view diff] exact match in snippet view article find links to article

Marginal conditional stochastic dominance Downside risk Volatility skewness Semivariance Expected shortfall (ES; also called conditional value at risk (CVaR)