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Do Higher Moments Really Matter in Portfolio Choice?

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  • Athayde, Gustavo M. de
  • Flôres Junior, Renato Galvão
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    File URL: http://bibliotecadigital.fgv.br/dspace/bitstream/10438/928/1/1756.pdf
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    Bibliographic Info

    Paper provided by FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) in its series Economics Working Papers (Ensaios Economicos da EPGE) with number 574.

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    Date of creation: 01 Dec 2004
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    Handle: RePEc:fgv:epgewp:574

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Cysne, Rubens Penha & Lisbôa, Paulo César Coimbra, 2004. "Imposto Inflacionário e Transferências Inflacionárias no Mercosul e nos Estados Unidos," Economics Working Papers (Ensaios Economicos da EPGE) 572, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    2. Cysne, Rubens Penha, 2004. "Solving the Non-Convexity Problem in Some Shopping-Time and Human-Capital Models," Economics Working Papers (Ensaios Economicos da EPGE) 567, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    3. Veloso, Fernando A. & Ferreira, Pedro Cavalcanti Gomes & Pessoa, Samuel de Abreu, 2004. "On The Tyranny of Numbers: East Asian Miracles in World Perspective," Economics Working Papers (Ensaios Economicos da EPGE) 569, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    4. Gottlieb, Daniel & Moreira, Humberto Ataíde & Araújo, Aloísio Pessoa de, 2004. "A model of mixed signals with applications to countersignaling an the GED," Economics Working Papers (Ensaios Economicos da EPGE) 553, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    5. Moreira, Humberto Ataíde & Araújo, Aloísio Pessoa de & Castro Filho, Luciano I. de Castro Filho, 2004. "Pure strategy equilibria of multidimensional and Non-monotonic auctions," Economics Working Papers (Ensaios Economicos da EPGE) 571, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    6. Monteiro, Paulo Klinger, 2009. "First-price auction symmetric equilibria with a general distribution," Games and Economic Behavior, Elsevier, vol. 65(1), pages 256-269, January.
    7. Barbosa, Fernando de Holanda, 2004. "Dois experimentos de política monetária no modelo Novo-Keynesiano," Economics Working Papers (Ensaios Economicos da EPGE) 547, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    8. Cysne, Rubens Penha, 2004. "Income inequality:The role of impatience in a job-search process," Economics Working Papers (Ensaios Economicos da EPGE) 559, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    9. Neri, Marcelo Cortes & Xerez, Marcelo Casal de, 2003. "Desenho de um sistema de metas sociais," Economics Working Papers (Ensaios Economicos da EPGE) 519, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    10. Martimort, David & Moreira, Humberto Ataíde, 2004. "Common agency with informed principals," Economics Working Papers (Ensaios Economicos da EPGE) 551, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    11. Rubens Penha Cysne, 2009. "On the Positive Correlation between Income Inequality and Unemployment," The Review of Economics and Statistics, MIT Press, vol. 91(1), pages 218-226, February.
    12. Cysne, Rubens Penha, 2004. "Inflation and income inequality: A link through the job-search process," Economics Working Papers (Ensaios Economicos da EPGE) 557, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    13. Daniel Gottlieb & Lucas Maestri, 2004. "Banning Information As A Redistributive Device," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting] 046, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
    14. Cysne, Rubens Penha, 2004. "A general-equilibrium closed-form solution to the welfare costs of inflation (Forthcoming, Revista Brasileira de Economia)," Economics Working Papers (Ensaios Economicos da EPGE) 562, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    15. Cysne, Rubens P. & Maldonado, Wilfredo L. & Monteiro, Paulo Klinger, 2005. "Inflation and income inequality: A shopping-time approach," Journal of Development Economics, Elsevier, vol. 78(2), pages 516-528, December.
    16. Perez, Leonardo Pio & Ferreira, Pedro Cavalcanti Gomes, 2004. "Efeitos macroeconômicos e custos sociais de uma transição entre regimes de previdência no Brasil," Economics Working Papers (Ensaios Economicos da EPGE) 556, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    17. Cysne, Rubens Penha, 2004. "On the Statistical Estimation of Diffusion Processes - A Partial Survey (Revised Version, Forthcoming Brazilian Review of Econometrics)," Economics Working Papers (Ensaios Economicos da EPGE) 570, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    18. Xiao, Zhijie & Lima, Luiz Renato Regis de Oliveira, 2004. "Purchasing power parity and the unit root tests: A robust analysis," Economics Working Papers (Ensaios Economicos da EPGE) 552, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    19. Cysne, Rubens Penha, 2004. "A search-theoretic explanation for the negative correlation between labor income and impatience," Economics Working Papers (Ensaios Economicos da EPGE) 558, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    20. Cysne, Rubens Penha, 2004. "On the statistical estimation of diffusion processes: A survey," Economics Working Papers (Ensaios Economicos da EPGE) 540, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
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    Cited by:
    1. Fernando Barbosa & Alexandre Cunha & Elvia Sallum, 2006. "Competitive equilibrium hyperinflation under rational expectations," Economic Theory, Springer, vol. 29(1), pages 181-195, September.
    2. Horowitz, Andrew W. & Flôres Junior, Renato Galvão, 2004. "Beyond indifferent players: On the existence of Prisoners Dilemmas in games with amicable and adversarial preferences," Economics Working Papers (Ensaios Economicos da EPGE) 576, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    3. Barbosa, Fernando de Holanda, 2005. "The Contagion Effect of Public Debt on Monetary Policy: The Brazilian Experience," Economics Working Papers (Ensaios Economicos da EPGE) 591, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).

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