Mesure de risque de Bell - Illustration Paramètre de perception C Coefficients multiplicateur VarianceSkewnessKurtosis 50.50 (21%)-0.83 (35%) 1.04 (44%) 170.50 (3%)-2.83 (18%)12.04 (78%) 340.50 (1%)-5.67 (10%)48.17 (88%) VarianceSkewnessKurtosis Mesure de Risque de Bell C = 5C =17C =34 Asset A0.0029-0.00020.00010.00160.00250.0047 Asset B0.00290.00010.00000.00140.00120.0009
{}