Valerio Potì
From MaRDI portal
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
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