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Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
Kim, Woo Chang; Fabozzi, Frank J.; Cheridito, Patrick; … - In: Economics letters 122 (2014) 2, pp. 154-158
Persistent link: https://www.econbiz.de/10010395223
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Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.; Prokhorov, Artem - In: Economics letters 149 (2016), pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
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On the pricing of expected idiosyncratic skewness
Cui, Xiangyu; Guan, Zheng - In: Economics letters 216 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013448356
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Implementing the wild bootstrap using a two-point distribution
Davidson, James E. H.; Monticini, Andrea; Peel, David - In: Economics letters 96 (2007) 3, pp. 309-315
Persistent link: https://www.econbiz.de/10003504614
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Normality test for multivariate conditional heteroskedastic dynamic
Lee, Sangyeol; Ng, Chi Tim - In: Economics letters 111 (2011) 1, pp. 75-77
Persistent link: https://www.econbiz.de/10009241338
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The pan-European population distribution across consistently defined functional urban areas
Schmidheiny, Kurt; Südekum, Jens - In: Economics letters 133 (2015), pp. 10-13
Persistent link: https://www.econbiz.de/10011431795
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Power laws, CEO compensation and inequality
Blackwell, Calvin; Graefe-Anderson, Rachel; Hefner, … - In: Economics letters 126 (2015), pp. 78-80
Persistent link: https://www.econbiz.de/10011376412
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On GMM estimation of distributions from grouped data
Griffiths, William E.; Hajargasht, Gholamreza - In: Economics letters 126 (2015), pp. 122-126
Persistent link: https://www.econbiz.de/10011376440
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Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena - In: Economics letters 121 (2013) 2, pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
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On the characteristic function for asymmetric Student distributions
Nadarajah, Saralees; Chan, Stephen; Afuecheta, Emmanuel - In: Economics letters 121 (2013) 2, pp. 271-274
Persistent link: https://www.econbiz.de/10010347125