A REVIEW OF PNL

A Review Of pnl

You may also analyse the skewness and kurtosis with the interval PnL by using third and 4th moments of $Y_t$ respectively. Presumably you can conclude that for 2 collection with equivalent expectation and variance, you may prefer the one particular with favourable skew or reduce kurtosis, but it's possible not depending upon the self-assurance of t

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