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- W1756555988 abstract "An extended history of market returns reveals aspects of financial risk that are not evident over short timescales. The most enduring risk measure is variance, which quantifies short-term regularities in return dispersion. An alternative measure, shortfall, quantifies the risk of extreme market moves, and calls for a deep history to inform its forecasts. Both variance and shortfall are convex, meaning that they tend to promote diversification and can be used in optimization. By offering a long-view counterpart to variance, shortfall can significantly broaden an investor's risk perspective." @default.
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- W1756555988 date "2009-01-01" @default.
- W1756555988 modified "2023-09-23" @default.
- W1756555988 title "The Long View of Financial Risk" @default.
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- W1756555988 doi "https://doi.org/10.2139/ssrn.1452866" @default.
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