HELPING THE OTHERS REALIZE THE ADVANTAGES OF PNL

Helping The others Realize The Advantages Of pnl

You can also analyse the skewness and kurtosis of the period PnL by using third and 4th moments of $Y_t$ respectively. Presumably you may conclude that for 2 collection with identical expectation and variance, you can favor the one particular with beneficial skew or decreased kurtosis, but it's possible not with regards to the self-confidence of th

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