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

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.