Pages that link to "Item:Q4555713"
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The following pages link to A Simple Skewed Distribution with Asset Pricing Applications (Q4555713):
Displaying 10 items.
- Aggregation of preferences for skewed asset returns (Q472212) (← links)
- A method of calculating the downside risk by multivariate nonnormal distributions (Q842821) (← links)
- Time-varying risk attitude and conditional skewness (Q1722256) (← links)
- On the pricing of expected idiosyncratic skewness (Q2158688) (← links)
- Skewed Kotz distribution with application to financial stock returns (Q2321788) (← links)
- Asymmetric competition, risk, and return distribution (Q2419893) (← links)
- Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? (Q2514604) (← links)
- Portfolio Selection and Asset Pricing—Three-Parameter Framework (Q4274641) (← links)
- Market price of risk estimation: Does distribution matter? (Q5039786) (← links)
- Skewness premium with Lévy processes (Q5245915) (← links)