Abstract

This paper firstly suppose that the distribution of asset returns has the characteristics of heavy tail and high peak in the actual financial market, and the risky asset returns are set as triangular fuzzy numbers. Meanwhile, the third and fourth moments of the returns are used to express skewness a

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.