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Autor:
Agatonovic, Marko
This thesis documents a heavy-tailed analysis of stable portfolios. Stock market crashes occur more often than is predicted by a normal distribution,which provides empirical evidence that asset returns are heavy-tailed. The motivation of this thesis
Externí odkaz:
http://hdl.handle.net/10012/5427
Autor:
Agatonovic, Marko
This thesis documents a heavy-tailed analysis of stable portfolios. Stock market crashes occur more often than is predicted by a normal distribution,which provides empirical evidence that asset returns are heavy-tailed. The motivation of this thesis
Externí odkaz:
http://hdl.handle.net/10012/5427