HELPING THE OTHERS REALIZE THE ADVANTAGES OF PNL

Helping The others Realize The Advantages Of pnl

You can even analyse the skewness and kurtosis on the interval PnL by using third and 4th moments of $Y_t$ respectively. Presumably you will conclude that for 2 collection with equivalent expectation and variance, you are going to like the one particular with optimistic skew or decreased kurtosis, but it's possible not depending upon the self-assur

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