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Risks and Rewards Newsletter, October 1998, Issue No. 31
char- acterized by the presence of fat tails. A direct implication of this is that tail events are more ... the possibility, but it is vention—and he doesn’t care. All he leptokurtosis. It probably won’t under- ...- Authors: Nino A Boezio, Daniel Case, Victor Modugno, Shirley Hwei-Chung Shao, Glyn A Holton, Zain Mohey-Deen, Anthony Dardis, Edwin A Martin, HEATHER NORTH ROYER, Patrick Reinkemeyer, Timothy Cogley, Vinod Chandrashekaran, Andrew Berry
- Date: Oct 1998
- Publication Name: Risks & Rewards