Right tail information and asset pricing (Q5861056)
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scientific article; zbMATH DE number 7484575
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Right tail information and asset pricing |
scientific article; zbMATH DE number 7484575 |
Statements
Right tail information and asset pricing (English)
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4 March 2022
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asset pricing
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quantile
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right tail mean
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right tail variance
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tail information
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0.8709947466850281
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0.6932085752487183
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0.6860565543174744
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0.6835100650787354
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0.6833107471466064
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