把风险定义为downward risk, 不是volatility呢?

所有跟帖： 

• downward risk如何量化出来呢？不用volatility和ATR，还有其它什么可用呢？ -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

• 我看你看过howard masks，他的观点不是risk cannot be measured吗？it probally -cfbingbuzy001- ♂ (73 bytes) () 08/18/2025 postreply 21:18:30

• 你说的这篇论文我大略看了看，原来说的Downside Risk就是指 semivariance -jenning- ♂ (616 bytes) () 08/18/2025 postreply 21:40:24