My bad, it is called downside risk

https://www.researchgate.net/profile/David-Nawrocki/publication/2382526_A_Brief_History_of_Downside_Risk_Measures/links/0deec52a14f258d2ab000000/A-Brief-History-of-Downside-Risk-Measures.pdf?origin=journalDetail&_tp=eyJwYWdlIjoiam91cm5hbERldGFpbCJ9

所有跟帖： 

• 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