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Kurtosis risk refers to the risk associated with extreme movements in the tails of a distribution, as indicated by the measure of kurtosis. In finance and investment, kurtosis is used to describe the shape of the probability distribution of asset returns, with a focus on the propensity for extreme events, or "fat tails.

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  1. Mathematical finance
  2. Applied mathematics
  3. Fields of mathematics
  4. Mathematics
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