PNL FOR DUMMIES

pnl for Dummies

You may as well analyse the skewness and kurtosis with the period of time PnL by having 3rd and 4th moments of $Y_t$ respectively. Presumably you can conclude that for two collection with identical expectation and variance, you can desire the a single with favourable skew or decrease kurtosis, but possibly not with regards to the self-assurance of

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