Showing 1 - 10 of 41
Persistent link: https://www.econbiz.de/10002458714
Persistent link: https://www.econbiz.de/10010422539
Persistent link: https://www.econbiz.de/10011637138
Persistent link: https://www.econbiz.de/10011799240
Persistent link: https://www.econbiz.de/10011938073
Persistent link: https://www.econbiz.de/10013373353
In this study, we propose a new semi-nonparametric (SNP) density model for describing the density of portfolio returns. This distribution, which we refer to as the multivariate moments expansion (MME), admits any non-Gaussian (multivariate) distribution as its basis because it is specified...
Persistent link: https://www.econbiz.de/10013000152
Persistent link: https://www.econbiz.de/10015099032
Persistent link: https://www.econbiz.de/10001452589
Persistent link: https://www.econbiz.de/10001241289