Handling Extreme Events

Extreme Events and Portfolio Construction [6]

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Bullet points include: Some instrument types intrinsically skewed (e.g. high-grade bonds, options). Others (e.g. equities) still exhibit fat-tails, particularly higher frequency data

Bullet points include: Some instrument types intrinsically skewed (e.g. high-grade bonds, options). Others (e.g. equities) still exhibit fat-tails, particularly higher frequency data

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