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2007 Enterprise Risk Management Symposium: Risk - Applying a New Portfolio Risk/Return Measurement Methodology Based on Recent Advances in Quantifying Stable Paretian Fat Tailed Distributions and Investor Loss Aversion Preferences
2007 Enterprise ... Total Shareholder Return (TSR) Relative to the S&P 500; Hemscott Data; LCRT Platform Calculations ... tes of return. 5 0 500 1000 1500 2000 2500 3000 -10 0 -40 20 80 14 0 20 0 26 0 32 ...- Authors: Rawley Thomas
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Risk measurement - ERM