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bn:01457050n
Noun Concept
Categories: Financial risk, Financial markets
EN
tail risk
EN
Tail risk, sometimes called "fat tail risk," is the financial risk of an asset or portfolio of assets moving more than three standard deviations from its current price, above the risk of a normal distribution. Wikipedia
Definitions
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Sources
EN
Tail risk, sometimes called "fat tail risk," is the financial risk of an asset or portfolio of assets moving more than three standard deviations from its current price, above the risk of a normal distribution. Wikipedia
Risk of rare events, typically defined as more than 3 standard deviations from expected values, far above the risk of a normal distribution Wikidata
The probability that the value of something will fall more than three standard deviations below the mean. Wiktionary
IS A
financial risk
Wikipedia
EN
tail risk
Wikidata
EN
tail risk
Wiktionary
EN
tail risk

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