Learn how using historical data, instead of standard deviation, offers a more accurate assessment of stock volatility and risk management strategies.

Explore RiskMetrics, a key method for assessing Value at Risk (VaR) in portfolios, and its significance in market risk analysis and investment decision-making.

The problem considered is that of estimating the mean and standard deviation of a normally distributed population from a truncated sample when neither count nor measurements of variates in the omitted ...

Standard deviation is a common statistical measurement and is defined by Oxford Dictionaries as: ‘A quantity expressing by how much the members of a group differ from the mean value for the group.’ In ...

In response to my article, Is the Stock Market Too Concentrated?, which relied upon standard-deviation calculations to assess investment risk, a reader wrote: “My problem [with your argument] is ...

The normal distribution is a concept in statistics that assumes all values are distributed in the same pattern. It requires symmetry and consistent proportions in the distribution of values. Normal ...