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Risk "drag" in investing, poker
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09-11-2006, 09:40 PM
edtost
Senior Member
Join Date: Feb 2004
Posts: 2,971
Re: Risk \"drag\" in investing, poker
my understanding:
for most institutional investors, risk = vol or tracking error from an index
for most individuals, the best metric for judging risk on their psycological utility functions is drawdown.
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