Sentences with phrase «extreme crash risk»
In the last 25 1/2 years, the portfolio was not subject to the extreme crash risk faced by many carry and momentum strategies.
https://www.researchaffiliates.com/ Not exact matches
Online mode will CRASH your system causing extreme risk to your system's hardware.
Spitznagel is a specialist in tail risk, and so the most intriguing part of Spitznagel's papers is his demonstration of the utility of the equity q ratio in identifying «susceptibility to shifts from any extreme consensus» because «such shifts of extreme consensus are naturally among the predominant mechanics of stock market crashes.»