5

The robustness of asset pricing models: Coskewness and cokurtosis

Année:
2006
Langue:
english
Fichier:
PDF, 134 KB
english, 2006
10

A note on bootstrapped White's test for heteroskedasticity in regression models

Année:
2007
Langue:
english
Fichier:
PDF, 157 KB
english, 2007
20

A new method of portfolio optimization under cumulative prospect theory

Année:
2018
Langue:
english
Fichier:
PDF, 5.70 MB
english, 2018