Pages that link to "Item:Q2451808"
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The following pages link to Priced risk and asymmetric volatility in the cross section of skewness (Q2451808):
Displaying 10 items.
- The skewness risk premium in equilibrium and stock return predictability (Q300694) (← links)
- Aggregation of preferences for skewed asset returns (Q472212) (← links)
- Cross-sectional-skew-dependent distribution models for industry returns in the Japanese stock market (Q1000378) (← links)
- An evolutionary algorithm for multiobjective fuzzy portfolio selection models with transaction cost and liquidity (Q1666014) (← links)
- On the pricing of expected idiosyncratic skewness (Q2158688) (← links)
- SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW (Q4634637) (← links)
- The effectiveness of incorporating higher moments in portfolio strategies: evidence from the Chinese commodity futures markets (Q4991049) (← links)
- Allocation skew: Managers with conviction (Q5217674) (← links)
- Skewness premium with Lévy processes (Q5245915) (← links)
- Efficiency bounds for semiparametric models with singular score functions (Q5860999) (← links)