The most common measure of loss associated with extremely negative returns is A) lower partial standard deviation. B) downfall risk. C) expected shortfall. D) value at risk. Please provide justification

The most common measure of loss associated with extremely negative returns is A) lower partial standard deviation. B) downfall risk. C) expected shortfall. D) value at risk. Please provide justification

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 5QTD

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Question

The most common measure of loss associated with extremely negative returns is
         A)   lower partial standard deviation.
         B)   downfall risk.
         C)   expected shortfall.
         D)   value at risk.
Please provide justification

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