把風險定義為downward risk, 不是volatility呢?

所有跟帖： 

• downward risk如何量化出來呢？不用volatility和ATR，還有其它什麽可用呢？ -jenning- ♂ (39 bytes) () 08/18/2025 postreply 20:11:23

• My bad, it is called downside risk -cfbingbuzy001- ♂ (528 bytes) () 08/18/2025 postreply 20:56:00

• 我看你看過howard masks，他的觀點不是risk cannot be measured嗎？it probally -cfbingbuzy001- ♂ (73 bytes) () 08/18/2025 postreply 21:18:30

• 你說的這篇論文我大略看了看，原來說的Downside Risk就是指 semivariance -jenning- ♂ (616 bytes) () 08/18/2025 postreply 21:40:24