A heuristic for fat-tailed stock market returns
Ivo Welch
| Year of publication: |
2024
|
|---|---|
| Authors: | Welch, Ivo |
| Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 80.2024, 4, p. 18-26
|
| Subject: | crash probabilities | fat tails | kurtosis | normal distribution | z-values | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Heuristik | Heuristics | Börsenkurs | Share price | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0015198X.2024.2374226 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015195218