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ECONIS (ZBW)
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1
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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2
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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3
Computational dynamics of information ratios
Auer, Benjamin R.
;
Marohn, Marcel
- In:
Economics letters
236
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015072066
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4
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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5
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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6
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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7
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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8
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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9
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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10
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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