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Keyword [Non-normality]
Result: 1 - 5 | Page: 1 of 1
1. Two essays on portfolio management under non-normality
2. An empirical investigation of nonparametric alternative to Hotelling's T(2) under non-normality
3. Non-normality of asset returns in the assessment of risk -adjusted performance: Three empirical tests of the Leland alternative asset pricing model
4. Beyond Merton's utopia: Effects of non-normality and dependence on the precision of variance estimates using high-frequency financial data (Robert C. Merton)
5. The Research On Modelling Mixed-Frequency Multi-Factor Higher Order Co-Moments
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