downside risk
$ \sqrt { \mathbb{E}[(X-\mu)^{2}]1_{\{X\leq\mu\}} }
$ \sqrt{\sum (X - \mu) ^2 1_{\{X\leq\mu\}}}
In general, we discuss not only $ \mu , but also the downside risk when the point of interest k is defined
The likelihood of losses on assets held.
This is for those who do not understand [probability distribution
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