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1 fractional mathematics
Englisch-Deutsch Fachwörterbuch der Wirtschaft > fractional mathematics
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2 expected tail loss
expected tail loss FIN, STAT erwarteter Verlust m am Verteilungsrand, erwarteter Verlust m am Rand der Verteilung (neueres Risikomaß, das gängige Risikomesskonzepte wie die Standardabweichung, die Sharpe-Ratio oder den Value at Risk = VaR ablösen bzw. ergänzen soll; macht auf Basis der fraktalen Mathematik = fractional mathematics Aussagen über den Verlust am – auch in den traditionellen Basel-II-Risikomesskonzepten ausgeblendeten – einprozentigen Rand der Verteilung)Englisch-Deutsch Fachwörterbuch der Wirtschaft > expected tail loss
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3 fat tails
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4 heavy tails
heavy tails STAT stark besetzte Ränder mpl, stark besetzte Extrema npl (einer Wahrscheinlichkeitsverteilung = probability distribution; fraktale Mathematik = fractional mathematics; synonymous: fat tails)Englisch-Deutsch Fachwörterbuch der Wirtschaft > heavy tails
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5 stable tail-adjusted return ratio
stable tail-adjusted return ratio (STARR) FIN, STAT STAR-Ratio f, (jarg) Expected-Tail-Loss-gewichtete Rendite f, STARR-Kennziffer f (gewichtet die voraussichtliche Rendite mit dem ‘Expected Tail Loss’, neueres Risikomesskonzept auf Basis der fraktalen Mathematik = fractional mathematics; cf expected tail loss)Englisch-Deutsch Fachwörterbuch der Wirtschaft > stable tail-adjusted return ratio
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6 STARR
STARR (Abk. für stable tail-adjusted return ratio, star ratio) FIN, STAT (jarg) Expected-Tail-Loss-gewichtete Rendite f, STAR-Ratio f, STARR-Kennziffer f (neueres Risikomesskonzept auf Basis der fraktalen Mathematik = fractional mathematics, bei dem die voraussichtliche Rendite mit dem ‘Expected Tail Loss’ gewichtet wird) -
7 star ratio
star ratio (Abk. für stable tail-adjusted return ratio, STARR) FIN, STAT (jarg) Expected-Tail-Loss-gewichtete Rendite f, STAR-Ratio f, STARR-Kennziffer f (neueres Risikomesskonzept auf Basis der fraktalen Mathematik = fractional mathematics, bei dem die voraussichtliche Rendite mit dem ‘Expected Tail Loss’ gewichtet wird) -
8 tail risk
tail risk ECON, FIN, STAT (seltenes) Extremrisiko n, Tail-Risk n, extrem seltenes Risiko n (macht auf Basis der fraktalen Mathematik = fractional mathematics Aussagen zum Risiko am äußersten Rand der Verteilung, also jenseits des – inzwischen kritisch hinterfragten – Basel-II-Konfidenzniveaus = confidence level von 99 % Wahrscheinlichkeit; cf expected tail loss, VaR)
См. также в других словарях:
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