Pages that link to "Item:Q1929399"
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The following pages link to Comparing downside risk measures for heavy tailed distributions (Q1929399):
Displaying 5 items.
- Asymmetric extreme tails and prospective utility of momentum returns (Q1925906) (← links)
- Portfolio choice in the model of expected utility with a safety-first component (Q2145696) (← links)
- SUB-ADDITIVE RECURSIVE "MATCHING" NOISE AND BIASES IN RISK-WEIGHTED INDEX CALCULATION METHODS IN INCOMPLETE MARKETS WITH PARTIALLY OBSERVABLE MULTI-ATTRIBUTE PREFERENCES (Q2864863) (← links)
- Truncated skewed type III generalized logistic distribution: risk measurement applications (Q5079867) (← links)
- A comparative review of generalizations of the Gumbel extreme value distribution with an application to wind speed data (Q5222475) (← links)
