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.