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251 pages • missing pub info (editions)
ISBN/UID: 9780071791755
Format: Hardcover
Language: English
Publisher: McGraw-Hill Education
Publication date: 20 January 2014
Description
"TAIL RISKS" originate from the failure of mean reversion and the idealized bell curve of asset returns, which assumes that highly probable outcomes occur near the center of the curve and that unlikely occurrences, good and bad, happen rarely, if ...
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251 pages • missing pub info (editions)
ISBN/UID: 9780071791755
Format: Hardcover
Language: English
Publisher: McGraw-Hill Education
Publication date: 20 January 2014
Description
"TAIL RISKS" originate from the failure of mean reversion and the idealized bell curve of asset returns, which assumes that highly probable outcomes occur near the center of the curve and that unlikely occurrences, good and bad, happen rarely, if ...