Expected Return - 2 Standard Deviation ?

CFA Level III
#1

“Expected Return - 2 Standard Deviation” is a kind of SHORTFALL RISK ?

#2

Yes

#3

maratikus, Sorry, can you advise where in CFAI’s text I can find its definition ?

#4

See p. 134 Vol. 2 of CFAI for more information.

#5

DallasCFA Wrote: ------------------------------------------------------- > See p. 134 Vol. 2 of CFAI for more information. TKVM !