Pages that link to "Item:Q4274641"
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The following pages link to Portfolio Selection and Asset Pricing—Three-Parameter Framework (Q4274641):
Displaying 28 items.
- Portfolio optimization with serially correlated, skewed and fat tailed index returns (Q300967) (← links)
- Aggregation of preferences for skewed asset returns (Q472212) (← links)
- Portfolio separation properties of the skew-elliptical distributions, with generalizations (Q645438) (← links)
- Finite sample multivariate tests of asset pricing models with coskewness (Q961393) (← links)
- Accomodating diverse institutional investment objectives and constraints using nonlinear goal programming (Q1291759) (← links)
- The computation of the worst conditional expectation. (Q1427561) (← links)
- A Stein type lemma for the multivariate generalized hyperbolic distribution (Q1753607) (← links)
- Location-scale portfolio selection with factor-recentered skew normal asset returns (Q1991942) (← links)
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
- A formulation for continuous mixtures of multivariate normal distributions (Q2048124) (← links)
- Stochastic dominance tests (Q2177995) (← links)
- Spanning tests for Markowitz stochastic dominance (Q2190226) (← links)
- Diversification benefits in the cryptocurrency market under mild explosivity (Q2239881) (← links)
- Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) (← links)
- On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions (Q2320797) (← links)
- A characterization of the coskewness-cokurtosis pricing model (Q2345149) (← links)
- The opportunity cost of mean-variance choice under estimation risk (Q2514709) (← links)
- Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (Q2514710) (← links)
- Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (Q2630119) (← links)
- Family of mean-mixtures of multivariate normal distributions: properties, inference and assessment of multivariate skewness (Q2657194) (← links)
- Equilibrium asset pricing: with non-Gaussian factors and exponential utilities (Q3437403) (← links)
- The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
- A Simple Skewed Distribution with Asset Pricing Applications (Q4555713) (← links)
- Extensions of Stein's Lemma for the Skew-Normal Distribution (Q5421527) (← links)
- THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853) (← links)
- Linearity properties of a three-moments portfolio model (Q5944944) (← links)
- Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons (Q6571715) (← links)
- Stochastic Spanning (Q6634889) (← links)
