Sentence examples for distribution of returns from inspiring English sources

That's an incredibly tight distribution of returns.

And that is to sell off the tails of your distribution of returns.

And so what we're looking at in value at risk, if my distribution of returns, how much I make.

And I had this notion that, if a market priced assets efficiently, the distribution of returns around the market return would be very tight.

We generalize the Black Litterman (BL) portfolio management framework to incorporate time-variation in the conditional distribution of returns in the asset allocation process.

To make the process even simpler, we assume that both the riskless rate of interest and the distribution of returns on the stock market are constant from period to period.

Higher levels of damage corresponded to slightly shorter canopies with a less even vertical distribution of return from the ground to the top.

Interests in the design, trading, and risk management of correlation risk reflect a potential shortcoming of the traditional asset pricing models that assume that the amount of risk in the distribution of return of an asset is constant.

The distribution of the project Net Present Value over the project lifecycle has been considered, in a similar way as the distribution of return for a portfolio of financial assets over a specified time horizon, in order to define a synthetic measure of risk for an Engineering and Contracting project.

A distribution of return times (50-200-yr intervals) similar to parts of modern boreal Canada prevailed when late-Glacial spruce woodland dominated the site.

Each of the percentiles also showed a positive difference indicating that the counterfactual distribution of return migrants was to the right of stayers, especially in low percentiles.