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Risk measurement with spectral capital allocation
Overbeck, Ludger, (2009)
Overbeck, Ludger, (2017)
A tale of two investors : estimating risk aversion, optimism, and overconfidence
Barone-Adesi, Giovanni, (2012)
Looking far in the past : revisiting the growth-returns nexus with non-parametric tests
Panopulu, Aikaterinē, (2010)
Estimating C-CAPM and the equity premium over the frequency domain
Kalyvitēs, Sarantēs, (2013)
Looking far in the past : revisiting the growth-returns nexus with non-parametric tests u̧/o︣
Panopulu, Aikaterinē, (2006)