downside risk

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

• 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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