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# Tag Archives: Kurtosis

## What Wealth Managers and Family Offices Need to Understand About Alternative Investing

The most recent Morningstar survey provides an interesting snapshot of the state of the alternatives market. In 2013, for the third successive year, liquid alternatives was the fastest growing category of mutual funds, drawing in flows totaling $95.6 billion. The fastest … Continue reading

Posted in Alternative Investment, Hedge Funds
Tagged Alternatives, Asset Allocation, Diversification, Hedge Funds, Kurtosis, Portfolio Management, Skewness
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## Stationarity and Fat Tails

In this post I am going to explore how, starting from the assumption of a stable, Gaussian distribution in a returns process, we evolve to a system that displays all the characteristics of empirical market data, notably time-dependent moments, high … Continue reading

Posted in Fat Tails, Mathematica, Regime Shifts, Regime Switching, Uncategorized, Volatility Modeling
Tagged Fat Tails, Jump Diffusion, Kurtosis, Non-Normal, Regimes, Stationarity, Volatility Smile
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