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Upside risk
In investing, upside risk is the uncertain possibility of gain. It is measured by upside beta. An alternative measure of upside risk is the upper…
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Related topics
Related topics
6 relations
Capital asset pricing model
Downside beta
Downside risk
Dual-beta
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Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2016
2016
A quantile-based simulation optimization model for sizing hybrid renewable energy systems
Kuo-Hao Chang
Simulation modelling practice and theory
2016
Corpus ID: 35994714
2015
2015
REPUTATIONAL RISK MAPPING AND QUANTIFICATION A Business Project with Energias de Portugal
Dennis Walheiser
,
Fábio Santos
2015
Corpus ID: 54795534
Reputational Risk Mapping and Quantification – A Business Project with Energias de Portugal Against the background of an…
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2014
2014
Understanding public sector risk : a study into the nature and assessment of strategic risk in English local authorities
Ian Birchmore
2014
Corpus ID: 153586497
The research establishes a context-specific sense of strategic risk in English local authorities. Uncertainty is found to be…
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2012
2012
Premium for Upside Risk and Downside Risk: decomposition of volatility effect
Masato Ishibe
,
Yasuo Kakuta
,
Satoshi Sakamaki
2012
Corpus ID: 156480502
This paper studies the characteristics of upmarkets (positive return) and downmarkets (negative return) based on the trade-off…
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2010
2010
The Impact of Oil Prices on Irish Inflation
D. O'Brien
,
Laura Weymes
2010
Corpus ID: 16824422
Oil prices have been characterised by large fluctuations in recent years. Strong volatility in oil prices has important…
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2009
2009
Constructing Forecast Confidence Bands During the Financial Crisis
Huigang Chen
,
K. Clinton
,
O. Kamenik
,
Marianne Johnson
,
D. Laxton
Social Science Research Network
2009
Corpus ID: 154181769
We derive forecast confidence bands using a Global Projection Model covering the United States, the euro area, and Japan. In the…
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2009
2009
VaR Based Assets Portfolio Optimization Model with Risk Measure
Pingping Lin
,
Qing Wang
,
Shu-an Liu
International Conference on Innovative Computing…
2009
Corpus ID: 15639444
By means of analyzing Yong's minimax portfolio selection model, a novel risk function is introduced with risk measure considering…
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2009
2009
The Value of Liquidity and Option Timing from a Simple Game
N. Whelan
,
R. Bhaduri
2009
Corpus ID: 14238699
To recall our model, we consider a hat with b black balls worth -$1 each and w white balls worth $1 each. On each turn, the…
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2007
2007
Capturing the Link between M3 Growth and Inflation in the Euro Area – An Econometric Model to Produce Conditional Inflation Forecasts
S. Kaufmann
2007
Corpus ID: 131761907
In this paper, we capture the link between M3 growth and inflation with a vector error correction model. The analysis also…
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2000
2000
On the Variation of Hedging Decisions in Daily Currency Risk Management
Charles S. Bos
,
R. Mahieu
,
H. V. Dijk
2000
Corpus ID: 16975050
textabstractInternationally operating firrns naturally face the decision whether or not to hedge the currency risk implied by…
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