[R-SIG-Finance] semi variance

Krishna Kumar kriskumar at earthlink.net
Thu Dec 28 03:09:47 CET 2006

BBands wrote:
> Has anyone here had any experience with semi variance and its kin
> outside of VaR?
>     jab
Well this gets used in optimization. There is also another performance 
measure the ratio of
upside variance to downside variance which is popular as well.


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