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标题: Expected Return - 2 Standard Deviation ? [打印本页]

作者: Howd 时间: 2011-7-11 19:46 标题: Expected Return - 2 Standard Deviation ?

"Expected Return - 2 Standard Deviation" is a kind of SHORTFALL RISK ?

作者: Roflnadal 时间: 2011-7-11 19:46

maratikus,

Sorry, can you advise where in CFAI's text I can find its definition ?

作者: oneboy 时间: 2011-7-11 19:46

DallasCFA Wrote:
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> See p. 134 Vol. 2 of CFAI for more information.

TKVM !

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