The risk of experiencing a shortfall; that is, falling short of a target or expected value.
Related information about shortfall risk:
- Expected shortfall - Wikipedia, the free encyclopedia
Expected shortfall (ES) is a risk measure, a concept used in finance (and more specifically in the field of financial risk measurement) to evaluate the market risk ...
- Shortfall Risk - Financial Dictionary - The Free Dictionary
Definition of Shortfall Risk in the Financial Dictionary - by Free online English dictionary and encyclopedia. What is Shortfall Risk? Meaning of Shortfall Risk as a ...
- Shortfall Definition | Investopedia
Shortfall risk can be mitigated through the use of efficient hedging strategies, which aim to offer protection from adverse price movements. As an example ...
- Shortfall as a risk measure: properties, optimization and ... - MIT
which represents the relative contribution of the asset to the portfolio shortfall risk. When the riskless asset is present, the optimal mean-shortfall weights are ...
- VAR versus expected shortfall - Risk.net
Mar 1, 2007 ... Value-at-risk is often criticised as not presenting a full picture of the risks a company faces. John Hull explains recent developments in risk ...
- What is shortfall risk? definition and meaning
Definition of shortfall risk: The risk of experiencing a shortfall; that is, falling short of a target or expected value.
- Measuring and Controlling Shortfall Risk in Retirement Gary Smith ...
terminal wealth, but at the expense of higher shortfall risk. ... in that they decrease the median value of terminal wealth and increase shortfall risk. We find that ...
- Shortfall Risk and Pension Fund Asset Management - JStor
by Zvi Bodie. Shoriffall RiSk and Pension Fund. Asset Management. The sponsor of a defined benefit pension plan is obliged to pay some minimum level of ...