Portfolio Turbulence

PRIX – A Risk Index for Global Private Investors featured image
Risk Index

PRIX – A Risk Index for Global Private Investors

The purpose of this paper is to create a universal (asset-class-independent) portfolio risk index for a global private investor.

Sebastian Stöckl
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Risk Index

Financial Applications of the Mahalanobis Distance

We describe existing and potential financial applications of the Mahalanobis distance.

Sebastian Stöckl
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