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Fat-tailed distribution
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11	1 Morningstar Alternative Investments Observer Third Quarter 2011 Add to Reading List Source URL: morningstardirect.morningstar.com Language: English - Date: 2011-12-01 13:57:56 Economics Kurtosis Asset allocation Skewness Fat-tailed distribution Hedge fund Diversification Log-normal distribution Financial economics Statistics Investment
12	Microsoft Word - CVar Optimization BV.doc Add to Reading List Source URL: corporate.morningstar.com Language: English - Date: 2010-03-02 16:24:33 Probability theory Normal distribution Investment Financial risk Kurtosis Skewness Asset allocation Fat-tailed distribution Moment Statistics Probability and statistics Mathematical finance
13	Financial Markets and Portfolio Management manuscript No. (will be inserted by the editor) Measuring risk of short return series with an application to fund of hedge fund data Wolfgang Breymann · David Lüthi · Add to Reading List Source URL: sml.zhaw.ch Language: English - Date: 2013-08-19 08:22:25 Investment Mathematical finance Skewness Kurtosis Normal distribution Normal-inverse Gaussian distribution Generalized normal distribution Generalised hyperbolic distribution Fat-tailed distribution Statistics Mathematical analysis Probability theory
14	Microsoft PowerPoint - Discussion - Small and Large - Alberto Cavallo.pptx Add to Reading List Source URL: www.mit.edu Language: English - Date: 2014-08-11 11:16:30 Shape of the distribution Summary statistic Fat-tailed distribution Normality tests Parametric statistics Skewness Statistics Kurtosis Normal distribution
15	GlidingIntoExtremistan.nb Add to Reading List Source URL: www.fooledbyrandomness.com Language: English - Date: 2012-08-20 07:45:34 Summary statistics Epistemologists Lebanese people Nassim Nicholas Taleb Fat-tailed distribution Power law Standard deviation Variance Absolute deviation Statistics Data analysis Probability theory
16	BCBS_CONSULTATIVE DOCUMENT FUNDAMENTAL REVIEW OF THE TRADING BOOK Add to Reading List Source URL: www.bis.org Language: English - Date: 2012-09-25 10:21:00 Actuarial science Liquidity risk Normal distribution Stochastic process Value at risk Log-normal distribution Fat-tailed distribution Risk Multivariate random variable Statistics Financial risk Mathematical finance
17	Microsoft Word - New Simulation Methodology Benchnote.docx Add to Reading List Source URL: www.msci.com Language: English - Date: 2011-02-04 02:06:38 Normal distribution Actuarial science Financial risk RiskMetrics Log-normal distribution Autoregressive conditional heteroskedasticity Fat-tailed distribution Monte Carlo method Volatility Statistics Probability and statistics Mathematical finance
18	Fat Tails and the Social Cost of Carbon Add to Reading List Source URL: scholar.harvard.edu Language: English - Date: 2014-09-25 12:02:38 Environment Economics Low-carbon economy Decision theory Behavioral finance Fat-tailed distribution Economics of global warming Normal distribution Utility Environmental economics Statistics Climate change policy
19	Time variation in the tail behaviour of bund futures returns Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:20:06 Probability theory Behavioral finance Fat-tailed distribution Kurtosis Volatility Long Tail Futures contract Heavy-tailed distribution Shape of the distribution Statistics Mathematical finance Probability and statistics
20	the right choice in financial technology solutions BeaconTM Price / Load Forecasting and Simulation Engine Add to Reading List Source URL: www.tta.com.au Language: English - Date: 2014-01-29 20:12:23 Mathematical finance Kurtosis Skewness L-moment Volatility Fat-tailed distribution Moment Central moment Normal distribution Statistics Summary statistics Data analysis

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