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A risk management technique that mixes a wide variety of investments within a portfolio to minimize risk.

The process of deciding how to distribute an investment portfolio among different asset categories.

The degree of variability in investment returns that an investor is willing to withstand in their investment portfolio.

A statistical measure that describes the degree to which two securities move in relation to each other.

The process of choosing the proportions of various assets to be held in a portfolio in order to make the portfolio better aligned with the investor's objectives.

A set of optimal portfolios that offer the highest expected return for a defined level of risk or the lowest risk for a given level of expected return.

A statistical technique used to measure and quantify the level of financial risk within a firm or investment portfolio over a specific time frame.

A risk assessment measure that quantifies the potential extreme losses in the tails of the distribution beyond the VaR level.

A measure of the volatility, or systematic risk, of a security or a portfolio in comparison to the market as a whole.

A statistical measure of market volatility and historical dispersion of returns for a given security or market index.

A way to examine the performance of an investment by adjusting for its risk.

A measure of performance on a risk-adjusted basis of an investment or portfolio, relative to a benchmark index.

A mathematical technique that allows people to account for risk in quantitative analysis and decision making.

A simulation technique used to determine how different scenarios such as a financial crisis would affect an investment portfolio.

The practice of making an investment to reduce the risk of adverse price movements in an asset.

A modern portfolio theory that provides a method for investors to use market information and their unique views to find an ideal portfolio.

A model that describes the relationship between systematic risk and expected return for assets, particularly stocks.

Financial risk associated with losses, or the risk that an asset's price will drop below the level of expected return.

The process of evaluating investments whose payments are set at fixed monetary amounts, like bonds.