Difference between revisions of "Template:Financial risk"
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imported>Atvica |
imported>Mersenne56 m (Added "Tracking error" to the Modeling section) |
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| Line 57: | Line 57: | ||
* [[Sortino ratio]] | * [[Sortino ratio]] | ||
* [[Survival analysis]] ([[Proportional hazards model]]) | * [[Survival analysis]] ([[Proportional hazards model]]) | ||
| + | * [[Tracking error]] | ||
* [[Value at risk|Value-at-Risk (VaR)]] and extensions [[Profit at risk]], [[Margin at risk]], [[Liquidity at risk]] | * [[Value at risk|Value-at-Risk (VaR)]] and extensions [[Profit at risk]], [[Margin at risk]], [[Liquidity at risk]] | ||