//-->
Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre, (2003)
Salience and Skewness Preferences
Dertwinkel-Kalt, Markus, (2019)
Stochastic expected utility and prospect theory in a horse race : a finite mixture approach
Bruhin, Adrian, (2008)
Three fractal models in finance : discontinuity, concentration, risk
Mandelbrot, Benoît B., (1997)
Heavy tails in finance for independent or multifractal price increments
Mandelbrot, Benoît B., (2003)
Parallel cartoons of fractal models of finance
Mandelbrot, Benoît B., (2005)