Valerio Potì

Available identifiers

zbMath Open poti.valerioMaRDI QIDQ894873

List of research outcomes

Publication	Date of Publication	Type
Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns	2024-03-19	Paper
Measuring excess-predictability of asset returns and market efficiency over time	2019-01-31	Paper
A new tight and general bound on return predictability	2018-10-05	Paper
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence	2016-05-25	Paper
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns	2015-11-24	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Valerio Potì