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

Question

Quizplus · Accepted Answer

Value at risk (VaR) is the most common measure used to assess the potential loss in value of a portfolio with a given probability over a specific time period, especially during extreme negative returns.

The Most Common Measure of Loss Associated with Extremely Negative