It stands for implementation shortfall; a measure of trading inefficiency- i.e., it measures the cost of trade implementation. For purchases...

It stands for expected shortfall; a risk measure that quantifies the tail risk that an investment portfolio may be exposed...

A risk measure that quantifies the tail risk that an investment portfolio may be exposed to. This risk measure is...

A type of portfolio risk that measures the likelihood that the actual return on the portfolio would drop below a...

A measure of trading inefficiency- i.e., it measures the cost of trade implementation. For purchases (long positions), it is equal...

The difference between the value of an "on-paper" (planned) portfolio (paper portfolio) and the actual portfolio constructed in accordance with...