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Author:

Tallman, Gregory D

Title:

MEASURING BLACK SWANS: THE IMPORTANCE OF THE HIGHER-ORDER MOMENTS OF THE EQUITY RETURNS DISTRIBUTION

Area of Honors:

Finance

Keywords:

kurtosis
skewness
Gaussian
bell curve
distribution
sector
returns
Taleb
Black Swan

File:

Download ThesisTallmanFINAL.pdf

Thesis Supervisors:

Olesya Grishchenko, Thesis Supervisor
Olesya Grishchenko, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor