The following pages link to WHY THE RETURN NOTION MATTERS (Q5696842):
Displaying 5 items.
- Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic? (Q2076249) (← links)
- On the non-existence of conditional value-at-risk under heavy tails and short sales (Q2267378) (← links)
- Sub-additive recursive ``matching'' noise and biases in risk-weighted index calculation methods in incomplete markets with partially observable multi-attribute preferences (Q2864863) (← links)
- Why do boomerangs come back? (Q2914829) (← links)
- Reversal of Monday returns (Q5001162) (← links)