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On the stability of the CRRA utility under high degrees of uncertainty
Ñíguez, Trino-Manuel; Payá, Ivan; Peel, David; … - 2011
Persistent link: https://www.econbiz.de/10008992251
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Higher-order moments in the theory of diversification and portfolio composition
Ñíguez, Trino-Manuel; Payá, Ivan; Peel, David; … - 2013
Persistent link: https://www.econbiz.de/10009742347
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On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty
Ñíguez, Trino-Manuel; Payá, Ivan; Peel, David; … - In: Economics letters 115 (2012) 2, pp. 244-248
Persistent link: https://www.econbiz.de/10009619444
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Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation
Ñíguez, Trino-Manuel; Payá, Ivan; Peel, David; … - 2015
Persistent link: https://www.econbiz.de/10011796068
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Flexible distribution functions, higher-order preferences and optimal portfolio allocation
Ñíguez, Trino-Manuel; Payá, Ivan; Peel, David; … - In: Quantitative finance 19 (2019) 4, pp. 699-703
Persistent link: https://www.econbiz.de/10012194708
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Forecasting the density of asset returns
Ñíguez, Trino-Manuel; Perote, Javier - 2004
Persistent link: https://www.econbiz.de/10002458714
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Forecasting the unconditional and conditional kurtosis of the asset returns distribution
Ñíguez, Trino-Manuel; Perote, Javier; Rubia, Antonio - In: Economic forecasting, (pp. 229-247). 2010
Persistent link: https://www.econbiz.de/10009130829
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Multivariate semi-nonparametric distributions with dynamic conditional correlations
Brio, Esther B. del; Ñíguez, Trino-Manuel; Perote, Javier - In: International journal of forecasting 27 (2011) 2, pp. 347-364
Persistent link: https://www.econbiz.de/10009247498
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Forecasting heavy-tailed densities with positive Edgeworth and Gram-Charlier expansions
Ñíguez, Trino-Manuel; Perote, Javier - In: Oxford bulletin of economics and statistics 74 (2012) 4, pp. 600-627
Persistent link: https://www.econbiz.de/10010219893
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The snp-dcc model: a new methodology for risk management and forecasting
Brio, Esther B. del; Ñíguez, Trino-Manuel; Perote, Javier - 2010
Persistent link: https://www.econbiz.de/10010422539