Matches in SemOpenAlex for { <https://semopenalex.org/work/W2108805601> ?p ?o ?g. }
Showing items 1 to 100 of
100
with 100 items per page.
- W2108805601 abstract "Systematic model bias has been implicated in the global recession that began in 2007, and this bias can be traced back to assumptions about the normality of data. Nonetheless, the normal distribution continues to play a foundational role in quantitative finance. One reason for this is that the normal often emerges, without prompting, as the distribution of sums or averages of large collections of random variables. Precise statements of this miracle are known as Central Limit Theorems, and they appear throughout the physical and social sciences. In this note, we review some of the most widely-used Central Limit Theorems. Subsequently, we explore the gap between the normal distribution and financial risk. This can be traced to a failure of the financial data to satisfy the assumptions of even the most liberal versions of the Central Limit Theorem." @default.
- W2108805601 created "2016-06-24" @default.
- W2108805601 creator A5018641020 @default.
- W2108805601 creator A5039750406 @default.
- W2108805601 creator A5064710743 @default.
- W2108805601 creator A5070643137 @default.
- W2108805601 creator A5083021184 @default.
- W2108805601 date "2009-01-01" @default.
- W2108805601 modified "2023-09-27" @default.
- W2108805601 title "Central Limits and Financial Risk" @default.
- W2108805601 cites W1496737414 @default.
- W2108805601 cites W1498464051 @default.
- W2108805601 cites W1557270667 @default.
- W2108805601 cites W1910826805 @default.
- W2108805601 cites W1966773887 @default.
- W2108805601 cites W1975524698 @default.
- W2108805601 cites W1990701202 @default.
- W2108805601 cites W2013002076 @default.
- W2108805601 cites W2041550349 @default.
- W2108805601 cites W2056871913 @default.
- W2108805601 cites W2087511438 @default.
- W2108805601 cites W2090637028 @default.
- W2108805601 cites W2096992152 @default.
- W2108805601 cites W2113687945 @default.
- W2108805601 cites W2131773668 @default.
- W2108805601 cites W2250396083 @default.
- W2108805601 cites W2264709743 @default.
- W2108805601 cites W2481035499 @default.
- W2108805601 cites W2751862591 @default.
- W2108805601 cites W2940897671 @default.
- W2108805601 cites W2981264952 @default.
- W2108805601 cites W3015241628 @default.
- W2108805601 cites W3122165036 @default.
- W2108805601 cites W2987989817 @default.
- W2108805601 doi "https://doi.org/10.2139/ssrn.1404089" @default.
- W2108805601 hasPublicationYear "2009" @default.
- W2108805601 type Work @default.
- W2108805601 sameAs 2108805601 @default.
- W2108805601 citedByCount "0" @default.
- W2108805601 crossrefType "journal-article" @default.
- W2108805601 hasAuthorship W2108805601A5018641020 @default.
- W2108805601 hasAuthorship W2108805601A5039750406 @default.
- W2108805601 hasAuthorship W2108805601A5064710743 @default.
- W2108805601 hasAuthorship W2108805601A5070643137 @default.
- W2108805601 hasAuthorship W2108805601A5083021184 @default.
- W2108805601 hasConcept C10138342 @default.
- W2108805601 hasConcept C102094743 @default.
- W2108805601 hasConcept C105795698 @default.
- W2108805601 hasConcept C106159729 @default.
- W2108805601 hasConcept C110121322 @default.
- W2108805601 hasConcept C134306372 @default.
- W2108805601 hasConcept C144237770 @default.
- W2108805601 hasConcept C149782125 @default.
- W2108805601 hasConcept C151201525 @default.
- W2108805601 hasConcept C162324750 @default.
- W2108805601 hasConcept C166785042 @default.
- W2108805601 hasConcept C17744445 @default.
- W2108805601 hasConcept C19244329 @default.
- W2108805601 hasConcept C199539241 @default.
- W2108805601 hasConcept C2776157432 @default.
- W2108805601 hasConcept C2778875440 @default.
- W2108805601 hasConcept C33923547 @default.
- W2108805601 hasConcept C76073288 @default.
- W2108805601 hasConcept C93373587 @default.
- W2108805601 hasConceptScore W2108805601C10138342 @default.
- W2108805601 hasConceptScore W2108805601C102094743 @default.
- W2108805601 hasConceptScore W2108805601C105795698 @default.
- W2108805601 hasConceptScore W2108805601C106159729 @default.
- W2108805601 hasConceptScore W2108805601C110121322 @default.
- W2108805601 hasConceptScore W2108805601C134306372 @default.
- W2108805601 hasConceptScore W2108805601C144237770 @default.
- W2108805601 hasConceptScore W2108805601C149782125 @default.
- W2108805601 hasConceptScore W2108805601C151201525 @default.
- W2108805601 hasConceptScore W2108805601C162324750 @default.
- W2108805601 hasConceptScore W2108805601C166785042 @default.
- W2108805601 hasConceptScore W2108805601C17744445 @default.
- W2108805601 hasConceptScore W2108805601C19244329 @default.
- W2108805601 hasConceptScore W2108805601C199539241 @default.
- W2108805601 hasConceptScore W2108805601C2776157432 @default.
- W2108805601 hasConceptScore W2108805601C2778875440 @default.
- W2108805601 hasConceptScore W2108805601C33923547 @default.
- W2108805601 hasConceptScore W2108805601C76073288 @default.
- W2108805601 hasConceptScore W2108805601C93373587 @default.
- W2108805601 hasLocation W21088056011 @default.
- W2108805601 hasOpenAccess W2108805601 @default.
- W2108805601 hasPrimaryLocation W21088056011 @default.
- W2108805601 hasRelatedWork W178467761 @default.
- W2108805601 hasRelatedWork W2350564304 @default.
- W2108805601 hasRelatedWork W2362726202 @default.
- W2108805601 hasRelatedWork W2369834145 @default.
- W2108805601 hasRelatedWork W2383053591 @default.
- W2108805601 hasRelatedWork W2385056926 @default.
- W2108805601 hasRelatedWork W2386075186 @default.
- W2108805601 hasRelatedWork W2391751619 @default.
- W2108805601 hasRelatedWork W2792274095 @default.
- W2108805601 hasRelatedWork W2987740169 @default.
- W2108805601 isParatext "false" @default.
- W2108805601 isRetracted "false" @default.
- W2108805601 magId "2108805601" @default.
- W2108805601 workType "article" @default.