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Non-normality of asset returns in the assessment of risk-adjusted performance : Three empirical tests of the Leland alternative asset pricing model

Reid, Sean F. - 2002

Persistent link: https://www.econbiz.de/10003777077

Three essays on empirical asset pricing

Zhang, Xiaoyan - 2002

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Equilibrium preference free pricing of derivatives under the generalized beta distributions

Ikeda, Masayuki - In: Review of derivatives research 13 (2010) 3, pp. 297-332

Persistent link: https://www.econbiz.de/10008695881

Daily data is bad for beta : opacity and frequency-dependent betas

Gilbert, Thomas; Hrdlicka, Christopher; Kalodimos, Jonathan - In: Review of asset pricing studies 4 (2014) 1, pp. 78-117

Persistent link: https://www.econbiz.de/10010399878

A Generalization of Generalized Beta Distributions

Gordy, Michael B. - 1998

This paper introduces the "compound confluent hypergeometric" (CCH) distribution. The CCH unifies and generalizes three recently introduced generalizations of the beta distribution: the Gauss hypergeometric (GH) distribution of Armero and Bayarri (1994), the generalized beta (GB) distribution of...

Persistent link: https://www.econbiz.de/10014056672