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Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Harvey, Campbell R., (2023)
Aversion to risk and downside risk in the large and in the small under non-expected utility : a quantile approach
Chavas, Jean-Paul, (2015)
Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan, (2020)
Full insurance, Bayesian updated premiums, and adverse selection
Watt, Richard, (1997)
The price of risk with incomplete knowledge on the utility function
Vazquez, Francisco J., (2002)
Can bonus-malus allieviate insurance fraud?
Moreno, Ignacio, (2006)