Valerio Potì

Available identifiers

zbMath Open poti.valerioMaRDI QIDQ894873

List of research outcomes

Publication	Date of Publication	Type
Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies	2024-08-26	Paper
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

This page was built for person: Valerio Potì