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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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Multivariate approximations to portfolio return distribution
Mora-Valencia, Andrés; Ñíguez, Trino-Manuel; Perote, … - In: Computational and mathematical organization theory 23 (2017) 3, pp. 347-361
Persistent link: https://www.econbiz.de/10011741979
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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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Pure higher-order effects in the portfolio choice model
Ñíguez, Trino-Manuel; Payá, Ivan; Peel, David - In: Finance research letters 19 (2016), pp. 255-260
Persistent link: https://www.econbiz.de/10011657707
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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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The transformed Gram Charlier distribution : parametric properties and financial risk applications
León Valle, Ángel Manuel; Ñíguez, Trino-Manuel - In: Journal of empirical finance 63 (2021), pp. 323-349
Persistent link: https://www.econbiz.de/10013259272