point

 

 Remember me

Register  |   Lost password?


 

Fama-French Forum Blog Header


Q&A: Semi-Variance: A Better Risk Measure?

Fri, 15 Dec 2017 20:40:39 GMT

Is semi-variance a more useful measure of downside risk than standard deviation? My clients aren't worried about market surges, they're worried about market crashes. (Read the full entry)