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Investing Glossary:
Descriptor
Copyright 2012,
Campbell R. Harvey. All Rights Reserved.
Do not reproduce without explicit permission.
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| Term: |
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| Definition: |
| A Variable describing assets, used as an element of a Risk index. For example, a Volatility risk index, distinguishing High volatility Assets from low volatility assets, could consist of several descriptors based On short Term volatility, long term volatility, Systematic and residual volatility, etc.
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