Entity Risk Level
Units: | - |
Mode: | Input Only |
Multi-band: | False |
Default Value: | 0.1 |
Validation Rule: | Between 0 and 1 |
Key Property: | No |
Description: | Risk level for risk-constrained optimization |
Detail: |
Entity Risk Level works with Acceptable Risk to set the lowest acceptable Entity Net Profit. Commonly used values are 1% (0.01), 5% (0.05) and 10% (0.1). Higher values are more risk averse. See Formulate Risk for details.