Sentences with phrase «called tail risk»

But some other critics have in a sense taken the other side of this trade, contending that if anything the formula underestimates the potential liability of long - dated options by failing to adequately account for so - called tail risk — the prospect that the markets will collapse under the weight of, say, a giant housing bubble.

Not exact matches

But he calls this latter option «a tail risk» and says it is not too likely.

People regularly ignore risks, but isn't it the extreme scenario — the thing that has the 1 percent chance of happening, the so - called long tail at each end of the bell curve — that causes all the trouble?

Ultimately, investors need to look at strategies that stabilize portfolio volatility (so - called «managed volatility» strategies) and control exposure to loss — those who fail to do that expose themselves to tail risk.

Frank explains, «With market overvaluation induced by the current Fed policy and tail risks high, I think the price of the above - described call option is well below its intrinsic value.

In a new paper, Using Maximum Drawdowns to Capture Tail Risk, my Quantitative Value co-author Wes Gray and Jack Vogel propose a new easily measurable and intuitive tail - risk measure that they call «maximum drawdown.&raTail Risk, my Quantitative Value co-author Wes Gray and Jack Vogel propose a new easily measurable and intuitive tail - risk measure that they call «maximum drawdown.&raRisk, my Quantitative Value co-author Wes Gray and Jack Vogel propose a new easily measurable and intuitive tail - risk measure that they call «maximum drawdown.&ratail - risk measure that they call «maximum drawdown.&rarisk measure that they call «maximum drawdown.»

In a new paper, Using Maximum Drawdowns to Capture Tail Risk, my Quantitative Value co-author Wes Gray and Jack Vogel propose a new easily measurable and intuitive tail - risk measure that they calTail Risk, my Quantitative Value co-author Wes Gray and Jack Vogel propose a new easily measurable and intuitive tail - risk measure that they calRisk, my Quantitative Value co-author Wes Gray and Jack Vogel propose a new easily measurable and intuitive tail - risk measure that they caltail - risk measure that they calrisk measure that they call...

There's certainly more of a focus on characters and story here than Tail Concerto ever had, though it could hardly be called integrated — the majority of the game is spent tapping A to skip through dialogue sequences which, if it weren't for the awesome character portraits (some of which will probably be enough to push borderline furries over the edge) replete with inexplicable bubbles of French speech, would run the risk of quickly growing dull.