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Location-scale portfolio selection with factor-recentered skew normal asset returns
Gan, Quan - In: Journal of Economic Dynamics and Control 48 (2014) C, pp. 176-187
This paper analyzes the single period portfolio selection problem on the location-scale return family. The skew normal distribution, after recentering and reparameterization, is shown to be in this family. The recentered and reparameterized distribution, called factor-recentered skew normal, can...
Persistent link: https://www.econbiz.de/10011077507
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Exxon's quiet auction brings uproar to Wall Street
Adam, Nigel - In: Euromoney (1982), pp. 39-45
Persistent link: https://www.econbiz.de/10003462584
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T-bond traders are moving into Europe
Adam, Nigel - In: Euromoney (1983), pp. 74-77
Persistent link: https://www.econbiz.de/10003462680
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Municipal bonds
Lamb, Robert; Rappaport, Stephen P. - 1987 - 2. ed., 1. [Dr.]
Persistent link: https://www.econbiz.de/10004621150
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American money and the Weimar Republic : economics and politics on the eve of the Great Depression
MacNeil, William C. - 1986
Persistent link: https://www.econbiz.de/10004621228
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Yield curve analysis : the fundamentals of risk and return
Douglas, Livingston G. - 1988
Persistent link: https://www.econbiz.de/10009588679
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Die Struktur der westeuropäischen Geld- und Kapitalmärkte und ihre Entwicklung im Spannungsfeld USA - Europa
Iklé, Max - In: Aussenwirtschaft : schweizerische Zeitschrift für … 26 (1971) 2/3, pp. 33-55
Persistent link: https://www.econbiz.de/10003586838
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Credit flows and interest costs
Diamond, Arnold H. (contributor) - 1975
Persistent link: https://www.econbiz.de/10003519637
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Der Aufschwung von Dollaranleihen amerikanischer Emittenten
Portmann, Heinz - In: Wirtschaftliche und finanzielle Aspekte der …, (pp. 34-41). 1967
Persistent link: https://www.econbiz.de/10003653331