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444
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399
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370
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31
Better portfolios with higher moments
Wilcox, Jarrod
- In:
The journal of asset management
21
(
2020
)
7
,
pp. 569-580
Persistent link: https://www.econbiz.de/10012421067
Saved in:
32
Stocks with extreme past returns : lotteries or insurance?
Barinov, Alexander
- In:
Journal of financial economics
129
(
2018
)
3
,
pp. 458-478
Persistent link: https://www.econbiz.de/10011982283
Saved in:
33
How does the underlying affect the risk-return profiles of structured products?
Cao, Ji
- In:
Financial markets and portfolio management
31
(
2017
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10011944586
Saved in:
34
Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
Saved in:
35
Genetic algorithm-based portfolio optimization with higher moments in global stock markets
Kshatriya, Saranya
;
Prasanna, Krishna
- In:
Journal of risk
20
(
2017/2018
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011848918
Saved in:
36
Performance of tail hedged portfolio with third moment variation swap
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Computational economics
50
(
2017
)
3
,
pp. 447-471
Persistent link: https://www.econbiz.de/10011783329
Saved in:
37
The role of the conditional
skewness
and kurtosis in VIX index valuation
Lalancette, Simon
;
Simonato, Jean-Guy
- In:
European financial management : the journal of the …
23
(
2017
)
2
,
pp. 325-354
Persistent link: https://www.econbiz.de/10011713546
Saved in:
38
A GMM
skewness
and kurtosis ratio test for higher moment dependence
Wong, Woon K.
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 307-332
Persistent link: https://www.econbiz.de/10012232960
Saved in:
39
Has the interaction between
skewness
and kurtosis of asset returns information content for risk forecasting?
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478838
Saved in:
40
A stochastic analysis of hedge funds' higher moments
Karagiorgis, Ariston
;
Drakos, Kōnstantinos
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460252
Saved in:
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