Quantitative Analysis

. Sortino Ratio: Definition, Formula, Calculation, Example How do you calculate ulcer index? The ulcer index is a measure of the severity of ulcers, and is calculated by dividing the sum of the lengths of all ulcers by the sum of the lengths of all healthy tissue. What is var risk management? Risk management is … Read more

The Beta risk is a statistical measure that quantifies the volatility or risk of a security or a portfolio in relation to the market. Beta is used in the capital asset pricing model (CAPM) to calculate the expected return of an asset. A higher beta means higher risk and higher expected returns. What does a … Read more