A simple skewed distribution with asset pricing applications
Frans de Roon and Paul Karehnke
| Year of publication: |
October 2017
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|---|---|
| Authors: | Roon, Frans de ; Karehnke, Paul |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 21.2017, 6, p. 2169-2197
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| Subject: | Skewness | Value-at-risk | Expected shortfall | Portfolio choice | Asset pricing | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | CAPM | Statistische Verteilung | Statistical distribution | Theorie | Theory | Börsenkurs | Share price |
| Description of contents: | Description [academic.oup.com] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Addendum enthalten in: Volume 21, number 6, October 2017, Seite 2401-2402 |
| Other identifiers: | 10.1093/rof/rfw040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011804726