Sentences with phrase «simple measure of the volatility»
To investigate, we test whether a simple measure of the volatility risk premium (VRP) for T - notes predicts returns for the iShares 7 - 10 Year Treasury Bond (IEF) exchange - traded fund.
https://www.cxoadvisory.com/ Not exact matches
Rather simple, when you ponder it a while» Frank Martin «I think volatility is so widely used as a risk - metric simply because it is easy to measure, not because it is a good gauge of risk of permanent loss of capital.
Second, using the simple measure of price return volatility to construct a low volatility bond portfolio could introduce unintended bias.
One simple measure of exchange volatility is standard deviation.