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Cokurtosis
Information-Theoretic Approaches to Portfolio Selection
Margrabe Formulas for a Simple Bivariate Exponential Variance-Gamma Price Process (II) Statistical Estimation and Application
Phd Dissertation
A New Class of Tests of Contagion with Applications
Basic Statistics Objective
The Matrix Cookbook
Journal of Empirical Finance Conditional
The Matrix Cookbook [ ]
Skewness and Cokurtosis
Least Quartic Regression Criterion with Application to Finance
Comoment Risk and Stock Returns*
Least Quartic Regression Criterion to Evaluate Systematic Risk in the Presence of Co-Skewness and Co-Kurtosis
Multivariate Extension of L-Moments Via L-Comoments, and Applications
Durham Research Online
Capm Empirical Problems and the Distribution of Returns
Quantitative Analysis READING 12 FUNDAMENTALS of PROBABILITY ❑ BASICS of PROBABILITY
Chapter 3 Application to Portfolio Allocation
Multifactor Asset Pricing Model Incorporating Coskewness and Cokurtosis: the Evidence from Asian Mutual Funds
Top View
Improved Forecasts of Higher-Order Co-Moments and Implications for Portfolio Selection
Controlling Portfolio Skewness and Kurtosis Without Directly Optimizing Third and Fourth Moments
Joint Tests of Contagion with Applications to Financial Crises
Theory and Simulation of Molecular Interactions in Biological Systems
The Cross-Section of Equity Returns and a Higher-Moment CAPM With
The Impact of Return Nonnormality on Exchange Options
Relation Between Higher Order Comoments and Dependence Structure of Equity Portfolio
Statistical Inference Based on L-Moments
Controlling Portfolio Skewness and Kurtosis Without Directly Optimizing Third and Fourth Moments
Is a Normal Copula the Right Copula?
Testing Asymmetry in Dependence with Copula-Coskewness
Cokurtosis Actually Found Useful
Efficient Frontier for Robust Higher-Order Moment Portfolio Selection
Smoothing Techniques
Nearest Comoment Estimation with Unobserved Factors
A Characterization of the Coskewness-Cokurtosis Pricing Model
Asymmetry in Stock Returns: an Entropy Measure
Optimal Hedge Fund Allocation with Improved Estimates for Coskewness and Cokurtosis Parameters September 2010
The Matrix Cookbook [ ]
Skewness Consequences of Seeking Alpha
Performanceanalytics Estimation of Higher Order Moments