value-at-risk
81Value premium — In investing, value premium refers to the greater risk adjusted return of value stocks over growth stocks. Eugene Fama and K. G. French first identified the premium in 1992, using a measure they called HML (high book to market ratio minus low… …
82Risk Tolerance — The degree of uncertainty that an investor can handle in regard to a negative change in the value of his or her portfolio. An investor s risk tolerance varies according to age, income requirements, financial goals, etc. For example, a 70 year old …
83risk-adjusted discount rate — The rate established by adding a expected risk premium to the risk free rate in order to determine the present value of a risky investment. Bloomberg Financial Dictionary …
84Risk Management and Governance Board — A board of the *Canadian Institute of Chartered Accountants (CICA) that provides guidance on *corporate governance, *internal control, and *risk management. The CICA Web site states the board’s mission to be as follows: To develop and promote… …
85risk appetite — noun a) The degree of uncertainty that an investor is willing to accept in respect of negative changes to its business or assets. (Generic) b) The amount of risk, on a broad level, an entity is willing to accept in pursuit of value. (COSO) …
86Risk Graph — A two dimensional graphical representation that displays the profit or loss of an option at various prices. The x axis represents the price of the underlying security and the y axis represents the potential profit/loss. Often called a profit/loss …
87risk-adjusted discount rate — In capital budgeting and portfolio management, the discount rate used in calculations of present value; it will reflect the level of risk embodied in the cash flows being considered …
88risk-adjusted discount rate — In capital budgeting and portfolio management, the discount rate used in calculations of present value; it will reflect the level of risk embodied in the cash flows being considered …
89Risk-adjusted profitability — A probability used to determine a sure expected value (sometimes called a certainty equivalent) that would be equivalent to the actual risky expected value. The New York Times Financial Glossary …
90risk-adjusted profitability — A probability used to determine a sure expected value (sometimes called a certainty equivalent) that would be equivalent to the actual risky expected value. Bloomberg Financial Dictionary …
