Русские видео

Сейчас в тренде

Иностранные видео


Скачать с ютуб Adjusting for downside risk: Calmar, Sterling, and Sortino (Excel) в хорошем качестве

Adjusting for downside risk: Calmar, Sterling, and Sortino (Excel) 4 года назад


Если кнопки скачивания не загрузились НАЖМИТЕ ЗДЕСЬ или обновите страницу
Если возникают проблемы со скачиванием, пожалуйста напишите в поддержку по адресу внизу страницы.
Спасибо за использование сервиса savevideohd.ru



Adjusting for downside risk: Calmar, Sterling, and Sortino (Excel)

Is the standard deviation the best measure for portfolio risk? Some would argue not, as it is taking into account the upside risk together with the downside risk. There are risk-adjusted return measures that improve upon Sharpe ratio in that regard. Today we are investigating the concepts of drawdown and semideviation as well as the portfolio performance measures that are built upon them, namely, Calmar, Sterling, and Sortino ratios. Don't forget to subscribe to NEDL and give this video a thumbs up for more videos in Finance! Please consider supporting NEDL on Patreon:   / nedleducation  

Comments