A simple skewed distribution with asset pricing applications (Q4555713)
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scientific article; zbMATH DE number 6981985
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A simple skewed distribution with asset pricing applications |
scientific article; zbMATH DE number 6981985 |
Statements
A Simple Skewed Distribution with Asset Pricing Applications (English)
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20 November 2018
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skewness
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value-at-risk
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expected shortfall
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portfolio choice
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asset pricing
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0.7995094656944275
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0.796498715877533
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0.7853655219078064
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0.7838898301124573
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0.7823299765586853
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