fairly priced stocks. Thus, our results support the mispricing and arbitrage risk hypotheses that the positive (negative …

assumptions alone in measuring risk. Cushioning against risk has always created a plethora of complexities and challenges; hence …, this paper attempts to analyse statistical properties of various risk measures in a not normal distribution and provide a … financial blueprint on how to manage risk. It is assumed that using old assumptions of normality alone in a distribution is not …

We implement a long-horizon static and dynamic portfolio allocation involving a risk-free and a risky asset. This model …