Int. J. Financial Stud., Volume 12, Issue 2 (June 2024) – 28 articles
Cover Story (view full-size image):
In the realm of financial modeling, the choice of probability distribution for stock returns is pivotal in portfolio construction and risk mitigation strategies. The selection of an appropriate distribution directly influences the accuracy of return forecasts, the assessment of risk, and the optimization of portfolio allocations. By carefully matching the characteristics of a distribution—such as its skewness, kurtosis, and tail behavior—to the empirical data of stock returns, analysts can better capture the inherent uncertainties and dynamics of financial markets. This informed approach not only enhances the robustness of investment strategies but also bolsters decision-making processes, ensuring portfolios are effectively positioned to navigate turbulent financial landscapes with greater confidence. View this paper
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