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Results of search for skewness
Records found: 22
| DP15395 |
Dissecting Idiosyncratic Earnings Risk Author(s): Elin Halvorsen, Hans Holter, Serdar Ozkan and Kjetil Storesletten Published: October 2020 |
| DP15109 |
Modeling and Forecasting Macroeconomic Downside Risk Author(s): Andrea De Polis, Davide Delle Monache and Ivan Petrella Published: July 2020 |
| DP14538 |
Higher-Order Income Risk over the Business Cycle Author(s): Christopher Busch and Alexander Ludwig Published: March 2020 |
| DP14346 |
Does the Added Worker Effect Matter? Author(s): Nezih Guner, Yuliy Kulikova and Arnau Valladares Esteban Published: January 2020 |
| DP12642 |
Pricing Carbon Under Economic and Climactic Risks: Leading-Order Results from Asymptotic Analysis Author(s): Ton van den Bremer and Frederick van der Ploeg Published: January 2018 |
| DP12239 |
Leverage and Deepening Business Cycle Skewness Author(s): Henrik Jensen, Ivan Petrella, Søren Hove Ravn and Emiliano Santoro Published: August 2017 |
| DP11455 |
Expected skewness and momentum Author(s): Heiko Jacobs, Tobias Regele and Martin Weber Published: August 2016 |
| DP11166 |
Deepening Contractions and Collateral Constraints Author(s): Henrik Jensen, Søren Hove Ravn and Emiliano Santoro Published: March 2016 |
| DP10809 |
Is a normal copula the right copula? Author(s): Dante Amengual and Enrique Sentana Published: September 2015 |
| DP10601 |
Expected Skewness and Momentum Author(s): Heiko Jacobs, Tobias Regele and Martin Weber Published: May 2015 |
| DP9349 |
Skewness Risk Premium: Theory and Empirical Evidence Author(s): Thorsten Lehnert, Yuehao Lin and Christian C Wolff Published: February 2013 |
| DP9291 |
A Theory of Asset Prices based on Heterogeneous Information Author(s): Elias Albagli, Christian Hellwig and Aleh Tsyvinski Published: January 2013 |
| DP8680 |
Endogenous Information Flows and the Clustering of Announcements Author(s): Viral V. Acharya, Peter DeMarzo and Ilan Kremer Published: December 2011 |
| DP7896 |
Skewness in Stock Returns:Reconciling the Evidence on Firm versus Aggregate Returns Author(s): Rui Albuquerque Published: June 2010 |
| DP7686 |
Improving Portfolio Selection Using Option-Implied Volatility and Skewness Author(s): Victor DeMiguel, Yuliya Plyakha, Raman Uppal and Grigory Vilkov Published: February 2010 |
| DP7573 |
Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity Author(s): Rui Albuquerque Published: November 2009 |
| DP6985 |
Endogenous Information Flows and the Clustering of Announcements Author(s): Viral V. Acharya, Peter DeMarzo and Ilan Kremer Published: October 2008 |
| DP6538 |
The Risk-Return Paradox for Strategic Management: Disentangling True and Spurious Effects Author(s): Joachim Henkel Published: October 2007 |
| DP6181 |
Optimal Beliefs, Asset Prices and the Preference for Skewed Returns Author(s): Markus K Brunnermeier, Christian Gollier and Jonathan A Parker Published: March 2007 |
| DP5435 |
Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation Author(s): Ángel León, Javier Mencía and Enrique Sentana Published: December 2005 |
| DP5177 |
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations Author(s): Javier Mencía and Enrique Sentana Published: August 2005 |
| DP3305 |
Systemic Risk and International Portfolio Choice Author(s): Sanjiv Ranjan Das and Raman Uppal Published: April 2002 |
Records Found 22