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Thomas Malthus's contribution to natural selection is:
VaR (Value At Risk)
A statistical technique used to measure and quantify the level of financial risk within a firm, portfolio, or position over a specific time frame.
Tail Risk
The risk of an investment moving more than three standard deviations from its current price, often associated with unpredictable, extreme events.
Worst-case Scenario
The most adverse or unfavorable outcome among a set of possibilities for a situation.
Lower Partial Standard Deviation
A risk measure focusing only on negative deviations from the mean, used to assess the downside risk of an investment.
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