NOT KNOWN DETAILS ABOUT PNL

Not known Details About pnl

You can also analyse the skewness and kurtosis of the period PnL by getting third and 4th moments of $Y_t$ respectively. Presumably you are going to conclude that for 2 collection with equivalent expectation and variance, you'll choose the a person with optimistic skew or reduce kurtosis, but probably not with regards to the self-assurance of the m

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