Definitions
from Wiktionary, Creative Commons Attribution/Share-Alike License.
- noun statistics A measure of the
dispersion of those values that fall below themean ortarget value of a data set
Etymologies
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Examples
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The neutrality of the wikipedia article on semivariance is disputed!
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One of the popular tickets today is called semivariance.
Contrarian Investment Strategies: The Next Generation David Dreman 1998
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One of the popular tickets today is called semivariance.
Contrarian Investment Strategies: The Next Generation David Dreman 1998
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A plot of the semivariance versus h is the variogram.
More ISO-2000 Weather Stations from Jones and Hansen « Climate Audit 2007
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This mean squared difference is the semivariance and is assigned to the value h, which is known as the lag.
More ISO-2000 Weather Stations from Jones and Hansen « Climate Audit 2007
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Regardless of which value benchmark we tried, each contrarian portfolio passed the semivariance test by outperforming the market in down quarters.
Contrarian Investment Strategies: The Next Generation David Dreman 1998
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You might recall we used semivariance in all our contrarian tests of down markets.
Contrarian Investment Strategies: The Next Generation David Dreman 1998
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However, although I think semivariance is a better measure than volatility, I am not happy with it as the basic definition of risk, because it still states that investors assume risk is price volatility alone.
Contrarian Investment Strategies: The Next Generation David Dreman 1998
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You might recall we used semivariance in all our contrarian tests of down markets.
Contrarian Investment Strategies: The Next Generation David Dreman 1998
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However, although I think semivariance is a better measure than volatility, I am not happy with it as the basic definition of risk, because it still states that investors assume risk is price volatility alone.
Contrarian Investment Strategies: The Next Generation David Dreman 1998
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