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- Deviation_risk_measure abstract "In financial mathematics, a deviation risk measure is a function to quantify financial risk (and not necessarily downside risk) in a different method than a general risk measure. Deviation risk measures generalize the concept of standard deviation.".
- Deviation_risk_measure wikiPageID "33394611".
- Deviation_risk_measure wikiPageRevisionID "556244784".
- Deviation_risk_measure hasPhotoCollection Deviation_risk_measure.
- Deviation_risk_measure subject Category:Financial_risk.
- Deviation_risk_measure subject Category:Mathematical_finance.
- Deviation_risk_measure comment "In financial mathematics, a deviation risk measure is a function to quantify financial risk (and not necessarily downside risk) in a different method than a general risk measure. Deviation risk measures generalize the concept of standard deviation.".
- Deviation_risk_measure label "Deviation risk measure".
- Deviation_risk_measure sameAs m.0h9524l.
- Deviation_risk_measure sameAs Q5267001.
- Deviation_risk_measure sameAs Q5267001.
- Deviation_risk_measure wasDerivedFrom Deviation_risk_measure?oldid=556244784.
- Deviation_risk_measure isPrimaryTopicOf Deviation_risk_measure.