constant risk

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• Risk aversion — is a concept in psychology, economics, and finance, based on the behavior of humans (especially consumers and investors) while exposed to uncertainty. Risk aversion is the reluctance of a person to accept a bargain with an uncertain payoff rather …   Wikipedia

• Risk — Risk, n. [F. risque; cf. It. risco, risico, rischio, Pg. risco, Sp. riesgo, and also Sp. risco a steep rock; all probably fr. L. resceare to cut off; pref. re re + secare to cut; the word having been probably first used among sailors. See… …   The Collaborative International Dictionary of English

• Constant proportion portfolio insurance — (CPPI) is a capital guarantee derivative security that embeds a dynamic trading strategy in order to provide participation to the performance of a certain underlying asset. See also dynamic asset allocation. The intuition behind CPPI was adopted… …   Wikipedia

• Risk arbitrage — Risk arbitrage, or merger arbitrage, is an investment or trading strategy often associated with hedge funds. Two principal types of merger are possible: a cash merger, and a stock merger. In a cash merger, an acquirer proposes to purchase the… …   Wikipedia

• Constant bearing, decreasing range — (CBDR) means that some object, usually another ship viewed from the deck or bridge of one s own ship, is getting closer but maintaining the same true bearing. If this continues, the objects will collide. Contents 1 Lack of visual clues 2 Relative …   Wikipedia

• Constant visual observation — Constant visual observation, often abbreviated to constant visual , is a term used in various Mental Health Services, Prisons and Special Schools to describe the status of a prisoner or patient who poses a threat to himself or a third party, and… …   Wikipedia

• Constant maturity swap — A constant maturity swap, also known as a CMS, is a swap that allows the purchaser to fix the duration of received flows on a swap. The floating leg of an interest rate swap typically resets against a published index. The floating leg of a… …   Wikipedia

• Constant Proportion Debt Obligation — A Constant Proportion Debt Obligation (or CPDO) is a type of credit derivative sold to investors looking for long term exposure to credit risk on a highly rated note. They employ dynamic leveraging in a similar (but opposite) way to Credit CPPI… …   Wikipedia

• Constant maturity credit default swap — A constant maturity credit default swap (CMCDS) is a type of credit derivative product, similar to a standard Credit Default Swap (CDS). Addressing CMCDS typically requires prior understanding of credit default swaps. In a CMCDS the protection… …   Wikipedia

• Risk compensation — In ethology, risk compensation is an effect whereby individual people may tend to adjust their behavior in response to perceived changes in risk. It is seen as self evident that individuals will tend to behave in a more cautious manner if their… …   Wikipedia

• Constant Elasticity of Variance Model — In mathematical finance, the CEV or Constant Elasticity of Variance model is a stochastic volatility model, which attempts to capture stochastic volatility and the leverage effect. The model is widely used by practitioners in the financial… …   Wikipedia