{"version":"1.0","provider_name":"Frontier Advisors","provider_url":"https:\/\/frontieradvisors.jp\/en\/","author_name":"frontieradmin","author_url":"https:\/\/frontieradvisors.jp\/en\/author\/frontieradmin\/","title":"Non-normal distribution assumptions: skew and kurtosis - Frontier Advisors","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\" data-secret=\"Uq9L5u1Mj1\"><a href=\"https:\/\/frontieradvisors.jp\/en\/non-normal-distribution-assumptions-skew-and-kurtosis\/\">Non-normal distribution assumptions: skew and kurtosis<\/a><\/blockquote><iframe sandbox=\"allow-scripts\" security=\"restricted\" src=\"https:\/\/frontieradvisors.jp\/en\/non-normal-distribution-assumptions-skew-and-kurtosis\/embed\/#?secret=Uq9L5u1Mj1\" width=\"600\" height=\"338\" title=\"&#8220;Non-normal distribution assumptions: skew and kurtosis&#8221; &#8212; Frontier Advisors\" data-secret=\"Uq9L5u1Mj1\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\" class=\"wp-embedded-content\"><\/iframe><script type=\"text\/javascript\">\n\/* <![CDATA[ *\/\n\/*! This file is auto-generated *\/\n!function(d,l){\"use strict\";l.querySelector&&d.addEventListener&&\"undefined\"!=typeof URL&&(d.wp=d.wp||{},d.wp.receiveEmbedMessage||(d.wp.receiveEmbedMessage=function(e){var t=e.data;if((t||t.secret||t.message||t.value)&&!\/[^a-zA-Z0-9]\/.test(t.secret)){for(var s,r,n,a=l.querySelectorAll('iframe[data-secret=\"'+t.secret+'\"]'),o=l.querySelectorAll('blockquote[data-secret=\"'+t.secret+'\"]'),c=new RegExp(\"^https?:$\",\"i\"),i=0;i<o.length;i++)o[i].style.display=\"none\";for(i=0;i<a.length;i++)s=a[i],e.source===s.contentWindow&&(s.removeAttribute(\"style\"),\"height\"===t.message?(1e3<(r=parseInt(t.value,10))?r=1e3:~~r<200&&(r=200),s.height=r):\"link\"===t.message&&(r=new URL(s.getAttribute(\"src\")),n=new URL(t.value),c.test(n.protocol))&&n.host===r.host&&l.activeElement===s&&(d.top.location.href=t.value))}},d.addEventListener(\"message\",d.wp.receiveEmbedMessage,!1),l.addEventListener(\"DOMContentLoaded\",function(){for(var e,t,s=l.querySelectorAll(\"iframe.wp-embedded-content\"),r=0;r<s.length;r++)(t=(e=s[r]).getAttribute(\"data-secret\"))||(t=Math.random().toString(36).substring(2,12),e.src+=\"#?secret=\"+t,e.setAttribute(\"data-secret\",t)),e.contentWindow.postMessage({message:\"ready\",secret:t},\"*\")},!1)))}(window,document);\n\/* ]]> *\/\n<\/script>\n","thumbnail_url":"https:\/\/frontieradvisors.jp\/wp-content\/uploads\/2023\/07\/FL176-peer-into-peer-cover.jpg","thumbnail_width":844,"thumbnail_height":597,"description":"Our stochastic model simulates return distributions, enabling detailed analysis of outcomes and extremes. We examine historical asset class returns, including skewness and kurtosis, and demonstrate the potential impact on portfolios using non-normal distributions."}