Academic Workshops on RedES(tm).

A NEW RISK METRIC comfortable with black swans and short time series.

(c) 2011 Redexe, all rights are reserved.

Redexe Risk Management And Finance, Università degli Studi di Parma, Università Cà Foscari di Venezia.

RedES(tm) is a new risk measure developed by Redexe Risk Management & Finance, able to take into account "rare" events, the so called "black swans", working well with just a few historical samples. It is based on Pareto-Lévy Stable statistics and data clustering.

Redexe on Youtube

During the workshops, Riccardo Donati introduced the formulation of RedES, and a massive testing. You can find slides and docs taken from a workshop held in 2010.

If you wish the log-normal world end :) please click the Like button in order to follow Redexe's highlights for Risk and Portfolio Managers. Share the "stable idea" with your friends, thank you!



Workshop Invitation, Pareto-Lévy Stable Distributions, RedES, Università Ca' Foscari - San Giobbe, Cannareggio 873, Aula E


Workshop Invitation, Pareto-Lévy Stable Distributions, RedES, Università degli Studi di Parma, Via Kennedy 6, Parma, Aula Lauree




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