Warning: Creating default object from empty value in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/plugins/independent-core/admin/ReduxCore/inc/class.redux_filesystem.php on line 29 Shortfall – Fincyclopedia
[wpdreams_ajaxsearchpro id=44 ]
  • Monday, April 28, 2025
  • The Financial Encyclopedia
[wpdreams_ajaxsearchpro id=43 ]
Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/tag.php on line 49

IS

It stands for implementation shortfall; a measure of trading inefficiency- i.e., it measures the cost of trade implementation. For purchases...

    ES

    It stands for expected shortfall; a risk measure that quantifies the tail risk that an investment portfolio may be exposed...

      Expected Shortfall

      A risk measure that quantifies the tail risk that an investment portfolio may be exposed to. This risk measure is...

        Shortfall Risk

        A type of portfolio risk that measures the likelihood that the actual return on the portfolio would drop below a...

          Implementation Shortfall

          A measure of trading inefficiency- i.e., it measures the cost of trade implementation. For purchases (long positions), it is equal...

            Implementation Shortfall

            The difference between the value of an "on-paper" (planned) portfolio (paper portfolio) and the actual portfolio constructed in accordance with...