List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies Quantitative Finance | 2024-08-26 | Paper |
| Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns Economics Letters | 2024-03-19 | Paper |
| Measuring excess-predictability of asset returns and market efficiency over time Economics Letters | 2019-01-31 | Paper |
| A new tight and general bound on return predictability Economics Letters | 2018-10-05 | Paper |
| Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
| The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns Statistical Papers | 2015-11-24 | Paper |
Research outcomes over time
This page was built for person: Valerio Potì
