stable tail-adjusted return ratio

stable tail-adjusted return ratio
stable tail-adjusted return ratio (STARR) FIN, STAT STAR-Ratio f, (jarg) Expected-Tail-Loss-gewichtete Rendite f, STARR-Kennziffer f (gewichtet die voraussichtliche Rendite mit dem ‘Expected Tail Loss’, neueres Risikomesskonzept auf Basis der fraktalen Mathematik = fractional mathematics; cf expected tail loss)

Englisch-Deutsch Fachwörterbuch der Wirtschaft . 2013.

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