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The answer can be found in the following paper (section 2.3 Distribution and quantile functions of a skewed distribution): Lambert and Laurent, 2002 Lambert, P., Laurent, S., 2002. Modeling skewness dynamics in series of financial data using skewed location-scale distributions. Working Paper, Université Catholique de Louvain and Université de Liège. ...

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If I were in your place I would always keep my funds in USD till the last moments, USD tends to be overvaluated in Egypt and since Egyptian economy is constantly deteriorating specially after the recent events regarding the russian plane crash and the mexican toursit shooting which could kill the tourism industry and its supporting ecosystem industries like ...

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What do you model? If negative returns are losses, then what is your interest in the "risk" of the positive ones. Most naturally you could look at quantiles of your distribution. The 1%-quantile is the negative of $VaR_{99\%}$. The $99\%$-quanile could be of interest if you want to know about the right end of the distribution. The concept of Oemga ration ...

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