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Scoop.it!
Most hedge funds claim to produce positive absolute returns. The reality is sobering: most strategies still largely depend on stock market performance and those not incorporating equities haven't kept their promises either. 
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Scoop.it!
For this, a geometric approach is proposed in order to define the patterns of change of the market and a measure of multivariate kurtosis is used in order to test deviations from multinormality. The emergence of crises can be ...
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Scoop.it!
Ignore Ned Davis Ratings And Think Twice About S&P Ratings... The forecast ratings are roughly normally distributed with high "kurtosis," or infrequent extreme deviations, as opposed to frequent modestly sized deviations...
Ellie Kesselman Wells's insight:
Detailed, mostly accurate description of criteria used by S&P, Fidelity, Ned Davis, Morningstar and others.
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Natural motivation for a brief discussion of skew and kurtosis