Is there any relationship between the risk aversion coefficient in an individual's utility function (commonly used in portfolio optimization) and the preference for higher moments such as skewness and kurtosis? In what range, approximately, should they be? Logically, a relationship should exist, as they all somehow represent the investor's attitude towards risk.
Subscribe to:
Post Comments (Atom)
-
In microsoft word, for paragraph formatting, you have this option: "Don't add space between paragraphs of the same style" Is t...
-
I use a form maybe 100 times a day. I can tab between the fields with no problem but most of the time I don't have to fill out the entir...
-
I'm trying to create a sort sort of semitransparent blur filter image that I can use over some backgrounds on a website. But Photoshop d...
No comments:
Post a Comment