Matches in DBpedia 2016-04 for { ?s ?p "Tail risk parity is an extension of the risk parity concept that takes into account the behavior of the portfolio components during tail risk events. The goal of the tail risk parity approach is to protect investment portfolios at the times of economic crises and reduce the cost of such protection during normal market conditions. In the tail risk parity framework risk is defined as expected tail loss."@en }
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- Tail_risk_parity comment "Tail risk parity is an extension of the risk parity concept that takes into account the behavior of the portfolio components during tail risk events. The goal of the tail risk parity approach is to protect investment portfolios at the times of economic crises and reduce the cost of such protection during normal market conditions. In the tail risk parity framework risk is defined as expected tail loss.".
- Q17082729 comment "Tail risk parity is an extension of the risk parity concept that takes into account the behavior of the portfolio components during tail risk events. The goal of the tail risk parity approach is to protect investment portfolios at the times of economic crises and reduce the cost of such protection during normal market conditions. In the tail risk parity framework risk is defined as expected tail loss.".