Hidden Skewness: On the Difficulty of Multiplicative Compounding Under Random Shocks
Published Online:5 Jan 2017https://doi.org/10.1287/mnsc.2016.2618
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Volume 64, Issue 4
April 2018
Pages 1477-1973
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- Received:July 25, 2014
- Accepted:July 04, 2016
- Published Online:January 05, 2017
Copyright © 2017, INFORMS
Cite as
Ludwig Ensthaler, Olga Nottmeyer, Georg Weizsäcker, Christian Zankiewicz (2017) Hidden Skewness: On the Difficulty of Multiplicative Compounding Under Random Shocks. Management Science 64(4):1693-1706.
https://doi.org/10.1287/mnsc.2016.2618
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