Search Results - subject:"skew normal distribution"

Lu, Xin; Liu, Qiong; Xue, Fengxin - In: Operations Research Perspectives 6 (2019), pp. 1-15

realistic assumption that portfolio returns follow a skew-normal distribution, the novel ratio can quantify the degree (or …

Persistent link: https://www.econbiz.de/10012662764

Inose, Junya - 2019

Persistent link: https://www.econbiz.de/10012134601

Lu, Xin; Liu, Qiong; Xue, Fengxin - In: Operations research perspectives 6 (2019), pp. 1-15

realistic assumption that portfolio returns follow a skew-normal distribution, the novel ratio can quantify the degree (or …

Persistent link: https://www.econbiz.de/10012029423

Yu, Xing; Wang, Xinxin; Wang, Yuxia; Li, Yanyan - In: Economic research 35 (2022) 1,3, pp. 3099-3118

Persistent link: https://www.econbiz.de/10014383582

Ferreira, Diego; Palma, Andreza Aparecida - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3300-3314

Persistent link: https://www.econbiz.de/10013329865

Amengual, Dante; Bei, Xinyue; Sentana, Enrique - In: Journal of applied econometrics 37 (2022) 7, pp. 1295-1313

Persistent link: https://www.econbiz.de/10013473969

Niyibizi, Bart; Brorsen, Wade; Park, Eunchun - In: Agricultural finance review 82 (2022) 5, pp. 815-827

Persistent link: https://www.econbiz.de/10013428945

Jamalizadeh, A.; Arabpour, A.; Balakrishnan, N. - In: Statistical Papers 52 (2011) 2, pp. 431-446

Persistent link: https://www.econbiz.de/10009149820

Amsler, Christine Elaine; Papadopoulos, Alecos; … - In: Empirical economics : a quarterly journal of the … 60 (2021) 6, pp. 3171-3202

Persistent link: https://www.econbiz.de/10012585859

Kumbhakar, Subal; Lai, Hung-pin - In: Economics letters 201 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012607098

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