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Semivariance
Translation semivariance into russian
semivariance
Noun
The semivariance is used to measure the downside risk of an investment.
Полувариация используется для измерения риска снижения инвестиций.
Definitions
semivariance
Noun
A statistical measure used in finance to assess the downside risk of an investment by calculating the average of the squared deviations of values that fall below the mean or target value.
Investors often use semivariance to evaluate the potential risk of an asset that might underperform compared to its expected return.
Examples
The variance and semivariance are traditional measures of asset returns volatility since Markowitz proposed the market portfolio theory.
Дисперсия и полудисперсия являются традиционными величинами для измерения волатильности, с тех пор как Марковиц предложил портфельную теорию.