Ушбу ишга иқтибос қилган ишлар

2 та иш

Иш: Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

1. Mean-Variance-Skewness-Kurtosis efficiency of portfolios computed via moment-based bounds

   Steftcho Dokov, David P. Morton, Ivilina Popova

   МақолаRisk and Portfolio Optimization20173 иқтибос

   ABIABI:AkademIndex/openalex/2017.article.000231

2. Efficient portfolios computed with moment-based bounds

   David P. Morton, Steftcho Dokov, Ivilina Popova

   МақолаRisk and Portfolio OptimizationFinance research letters20220 иқтибос

   ABIABI:AkademIndex/openalex/2022.article.008519