Authors : Bright O. Osu
Abstract: In this study, the research considered the application of the logistic distribution function to the assessment of risk of financial assets returns. The research first derived the distribution as a compound distribution of the Gumbel and Gamma distribution functions. The risk of financial assets returns data assessed.
Bright O. Osu , 2010. Application of Logistic Function to the Risk Assessment of Financial Asset Returns. Journal of Modern Mathematics and Statistics, 4: 7-10.