Post-modern portfolio theory uses downside risk to refine portfolio optimization. Learn how PMPT offers an alternative to modern portfolio theory for risk-adjusted returns.

Risk measures serve as essential tools in modern financial and risk management, enabling practitioners to quantify potential losses and allocate capital efficiently. Over recent years, significant ...

Every company is exposed to some degree of environmental, social, and governance risks. In large part, the industry a company operates in dictates the ESG risk it faces. For example, an oil and gas ...

The 3 types of risk Prudent portfolio management should take into account a careful consideration of three key measures of risk. Risk tolerance is your willingness to accept risk of loss and can be ...

Learn how the Ulcer Index measures downside risk through depth and duration of declines. Discover its calculation and application in assessing market volatility.

When assessing business risk from operating in a country, you will be affected by uncertainty that arises from almost every source. The simplest and most longstanding measure of country risk takes the ...

The National Institute of Standards and Technology (NIST) published its Artificial Intelligence Risk Management Framework (NIST AI 100-1) in January 2023. The NIST AI Framework consists of 19 ...

One of the most important risk factors when trading financial assets and their derivatives is the actual and historical volatility of the underlying asset that impacts the implied volatility used to ...