Pages that link to "Item:Q4906535"
From MaRDI portal
The following pages link to SKEWNESS‐AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE (Q4906535):
Displaying 6 items.
- The skewness risk premium in equilibrium and stock return predictability (Q300694) (← links)
- Inverse S-shaped probability weighting and its impact on investment (Q2001548) (← links)
- Realized higher-order comoments (Q4991084) (← links)
- Portfolio choice with skewness preference and wealth-dependent risk aversion (Q5212068) (← links)
- COMMENT ON “SKEWNESS‐AWARE ASSET ALLOCATION” (Q5416707) (← links)
- The attribution matrix and the joint use of finite change sensitivity index and residual income for value-based performance measurement (Q6106508) (← links)