Questions tagged [moments]
The moments tag has no usage guidance.
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How to price this basket option?
Underlying assets are three global stock index : Eurostoxx 50, HSI, KOSPI 200
Maturity: 36 months with advanced redemption date in every 6 months if prices of indexes satisfy given conditions at each ...
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The possible preferences of investors for higher than first 2 moments of return distribution?
Can anyone explain in an intuitive manner a justification for possible preferences of investors for moments of return distribution beyond the first two moments (i.e. mean and variance). For example, ...
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Why isn't the asset with minimum variance given a 100% portfolio weight? [closed]
The maximum expected return portfolio is the one that assigns a 100% weight to the asset with the highest expected return amongst all assets under consideration.
Shouldn't then the asset with the ...
- 2,980