It stands for minimum variance frontier; a depiction of various combinations of risky assets for a portfolio construction, each with...
It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...
It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...
A profitability ratio that relates the return from an entity's common equity (CE), or capital employed, to the amount paid...
The direct cost of producing products to be sold by a business. Cost of goods sold (COGS) costs of the...
It stands for cost of goods sold; the direct cost of producing products to be sold by a business. COGS...
It stands for endogenous discount factor; an approach that endogenizes the discount factor. It is a type of preference formulation...
An option to sell or buy an ETF before a certain date at a set price. Unlike other types of…
It stands for early exercise premium; the difference between the premium (option price) of an American option and that of...
An abbreviation for lower of cost or net realizable value (NRV); it is an approach that aims to avoid reporting...
