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Increasing interdependence of multivariate distributions
Meyer, Margaret A.; Strulovici, Bruno - 2011
Orderings of interdependence among random variables are useful in many economic contexts, for example, in assessing ex post inequality under uncertainty; in comparing multidimensional inequality; in valuing portfolios of assets or insurance policies; and in assessing systemic risk. We explore...
Persistent link: https://www.econbiz.de/10008933416
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Increasing interdependence of multivariate distributions
Meyer, Margaret A.; Strulovici, Bruno - In: Journal of economic theory 147 (2012) 4, pp. 1460-1489
Persistent link: https://www.econbiz.de/10009680945
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A note on the regularity of center-outward distribution and quantile functions
Barrio, Eustasio del; Gonzalez-Sanz, Alberto; Hallin, Marc - 2019
Persistent link: https://www.econbiz.de/10012179643
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On distribution and quantile functions, ranks and signs in Rd
Hallin, Marc - 2017
Persistent link: https://www.econbiz.de/10011760373
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Forecasting density function : application in finance
Sen, Rituparna; Ma, Changie - In: Journal of mathematical finance 5 (2015) 5, pp. 433-447
Persistent link: https://www.econbiz.de/10011440098
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Limitations of portfolio diversification through fat tails of the return Distributions : some empirical evidence
Eom, Cheoljun; Kaizoji, Taisei; Livan, Giacomo; Scalas, … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012821302
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Choice, order statistics, and the distribution of earnings
Sattinger, Michael - 1994
Persistent link: https://www.econbiz.de/10000893756
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Portfolio rankings with skewness and kurtosis
Di Pierro, Massimo; Mosevich, J. - In: Computational finance and its applications III : …, (pp. 109-117). 2008
Persistent link: https://www.econbiz.de/10003713279
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Detecting determinism using recurrence quantification analysis : three test procedures
Aparicio, Teresa; Pozo, Eduardo F.; Saura Bacaicoa, Dulce - In: Journal of economic behavior & organization : JEBO 65 (2008) 3/4, pp. 768-787
Persistent link: https://www.econbiz.de/10003716991
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Why does the US dominate university league tables?
Li, Mei; Shankar, Sriram; Tang, Kam Ki - 2009
Persistent link: https://www.econbiz.de/10003872182