A type of risk assessment based on historical returns for a given investment. Future risk is determined by weighing the statistical variance from the relative mean of past long-term returns from a particular asset. Potential maximum losses may be predicted for any given trading day with this method.
Related information about ex-post risk:
- Ex-Post Risk Definition | Investopedia
A type of risk measurement technique that uses historic returns to predict the riskiness of a certain investment in the future. This type of risk measure is the ...
- Ex-Post Definition | Investopedia
Ex-Post Risk. A type of risk ... Articles Of Interest ... Is tracking error a significant measure for determining ex-post risk? Sponsored links. Please enable JavaScript ...
- Ex ante versus ex post risk measurement - YouTube
Mar 21, 2011 ... This animation presents a discussion on the differences between ex ante and ex post risk measurement. - created at http://goanimate.com/
- What is ex-post risk? definition and meaning
Definition of ex-post risk: A type of risk assessment based on historical returns for a given investment. Future risk is determined by weighing the statistical ...
- Ex-Post Risk: Definition from Answers.com
Ex-Post Risk A type of risk measurement technique that uses historic returns to predict the riskiness of a certain investment in the future.
- Risk Ex-Post & Ex-Ante reconciliation
... the other hand, to obtain the information required to understand and explain to the investor why the ex-post risk level measured is different from the one fixed.
- Correct Calculation of Ex Post Contributions to Return, Volatility ...
Feb 17, 2011 ... What about ex post risk contributions? Thecalculations are more complex due to diversification (i.e. imperfect correlations betweenassets); ...
- Ex Ante Ex Post
Ex-post risk indicators. ❑ What are the main contributors to the risk targeted and taken? → Ex-Ante and Ex-Post decomposition and attribution. ❑ Why are the ...