Ex-Post Risk

Ex-Post Risk
A type of risk measurement technique that uses historic returns to predict the riskiness of a certain investment in the future. This type of risk measure is the equivalent of the statistical variance of an asset's returns relative to its mean.

Using historic returns as a measure of future risk has been a traditional method used by investors to determine the riskiness of a given asset. Ex-post risk is often used in value at risk analysis - a tool used to give investors a best estimate of the maximum amount of loss that they could expect to incur on any given trading day.


Investment dictionary. . 2012.

Игры ⚽ Нужен реферат?

Look at other dictionaries:

  • Post-traumatic epilepsy — Classification and external resources eMedicine NEURO/318 MeSH D004834 Post traumatic epilep …   Wikipedia

  • Post-concussion syndrome — Classification and external resources ICD 10 F07.2 ICD 9 310.2 …   Wikipedia

  • Post-traumatic seizure — Post traumatic seizures (PTS) are seizures that result from traumatic brain injury (TBI), brain damage caused by physical trauma. PTS may be a risk factor for post traumatic epilepsy (PTE), but a person who has a seizure or seizures due to… …   Wikipedia

  • Post-modern portfolio theory — [The earliest citation of the term Post Modern Portfolio Theory in the literature appears in 1993 in the article Post Modern Portfolio Theory Comes of Age by Brian M. Rom and Kathleen W. Ferguson, published in The Journal of Investing, Winter,… …   Wikipedia

  • Risk factors for breast cancer — Risk factors of breast cancer may be divided into preventable and non preventable. Their study belongs in the field of epidemiology. Breast cancer, like other forms of cancer, is considered to result from multiple environmental and hereditary… …   Wikipedia

  • Post-exposure prophylaxis — (PEP) is any prophylactic treatment started immediately after exposure to a pathogen (such as a disease causing virus), in order to prevent infection by the pathogen and the development of disease.RabiesPEP is commonly and very effectively used… …   Wikipedia

  • Post-normal science — is a concept developed by Silvio Funtowicz and Jerome Ravetz, attempting to characterise a methodology of inquiry that is appropriate for cases where facts are uncertain, values in dispute, stakes high and decisions urgent . It is primarily seen… …   Wikipedia

  • Risk (magazine) — Risk is a magazine covering financial risk management and the global derivatives markets. It includes papers on option pricing and hedging, market risk, credit risk, swaps and Monte Carlo methods.It was founded by Peter Field in 1987. It was… …   Wikipedia

  • Post-polio syndrome — (PPS), sometimes termed Middle age onset Post polio syndrome is a condition that affects survivors of poliomyelitis, a viral infection of the nervous system, after recovery from an initial paralytic attack of the virus. Typically the symptoms… …   Wikipedia

  • Risk revival — Saltar a navegación, búsqueda Risk revival 2007 Álbum de Hot Cross Publicación 20 de febrero de 2007 Género(s) …   Wikipedia Español

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”