Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Specific risk?

Definition 24.4 Research Craft: Predictors, Backtests, Measurement, Portfolios · Hoofdstuk 24 — Risk Models

A stock’s specific risk is the forecast standard deviation of its specific return.

Bias statistics of next-day specific returns standardised by their forecasts, by decile of the forecast, years 3 to 10. Data: rs_riskmodel.specific_deciles.
Figure 24.1. Bias statistics of next-day specific returns standardised by their forecasts, by decile of the forecast, years 3 to 10. Data: rs_riskmodel.specific_deciles.
Lees in het hoofdstuk →

Verwante begrippen