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Do Higher Moments Really Matter in Portfolio Choice?

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Renato Galvão Flôres Junior
Gustavo M. de Athayde
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Paper provided by Graduate School of Economics, Getulio Vargas Foundation (Brazil) in its series Economics Working Papers (Ensaios Economicos da EPGE) with number 574.

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Date of creation: 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.:
  1. Rubens Penha Cysne, 2005. "A General-Equilibrium Closed-Form Solution to the Welfare Costs of Inflation," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 59(2), April.
  2. Rubens Penha Cysne, 2004. "A search-theoretic explanation for the negative correlation between labor income and impatience," Economics Working Papers (Ensaios Economicos da EPGE) 558, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  3. Aloisio Araujo & Luciano I. de Castro Filho, 2004. "Pure Strategy Equilibria of Multidimensional and Non-Monotonic Auctions," Econometric Society 2004 Latin American Meetings 300, Econometric Society. [Downloadable!]
  4. 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]. [Downloadable!]
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  5. Rubens Penha Cysne, 2004. "On the positive correlation between income inequality and unemployment," Economics Working Papers (Ensaios Economicos da EPGE) 561, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  6. Luciano I. de Castro Filho & Araújo, Aloísio Pessoa de & Humberto Luiz Ataide Moreira, 2004. "Pure strategy equilibria of multidimensional and Non-monotonic auctions," Economics Working Papers (Ensaios Economicos da EPGE) 571, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  7. Rubens Penha Cysne, 2004. "Inflation and income inequality: A link through the job-search process," Economics Working Papers (Ensaios Economicos da EPGE) 557, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  8. Paulo Klinger Monteiro & Wilfredo Maldonado & Rubens Penha Cysne, 2004. "Inflation and Income Inequality: A Shopping-Time Aproach," Economics Working Papers (Ensaios Economicos da EPGE) 566, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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  9. Veloso, Fernando A. & Pessôa, Samuel de Abreu & Ferreira, Pedro Cavalcanti Gomes, 2004. "On The Tyranny of Numbers: East Asian Miracles in World Perspective," Economics Working Papers (Ensaios Economicos da EPGE) 569, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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  10. Rubens Penha Cysne, 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, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  11. Pedro Cavalcanti Gomes Ferreira & Leonardo Pio Perez, 2004. "Efeitos macroeconômicos e custos sociais de uma transição entre regimes de previdência no Brasil," Economics Working Papers (Ensaios Economicos da EPGE) 556, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  12. Luiz Renato Regis de Oliveira Lima & Zhijie Xiao, 2004. "Purchasing power parity and the unit root tests: A robust analysis," Economics Working Papers (Ensaios Economicos da EPGE) 552, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  13. Araújo, Aloísio Pessoa de & Moreira, Humberto Luiz Ataide & Gottlieb, Daniel, 2004. "A model of mixed signals with applications to countersignaling an the GED," Economics Working Papers (Ensaios Economicos da EPGE) 553, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  14. Rubens Penha Cysne, 2004. "Solving the Non-Convexity Problem in Some Shopping-Time and Human-Capital Models," Economics Working Papers (Ensaios Economicos da EPGE) 567, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  15. Marcelo Casal de Xerez & Marcelo Côrtes Neri, 2004. "Desenho de um sistema de metas sociais," Economics Working Papers (Ensaios Economicos da EPGE) 565, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  16. Rubens Penha Cysne, 2004. "Income inequality:The role of impatience in a job-search process," Economics Working Papers (Ensaios Economicos da EPGE) 559, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  17. Paulo Klinger Monteiro, 2004. "First-Price auction symmetric equlibria with a general distribution," Economics Working Papers (Ensaios Economicos da EPGE) 568, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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  18. Paulo César Coimbra Lisbôa & Rubens Penha Cysne, 2004. "Imposto Inflacionário e Transferências Inflacionárias no Mercosul e nos Estados Unidos," Economics Working Papers (Ensaios Economicos da EPGE) 572, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  19. Moreira, Humberto Luiz Ataide & Martimort, David, 2004. "Common agency with informed principals," Economics Working Papers (Ensaios Economicos da EPGE) 551, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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(explanations, 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.)

  1. 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, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  2. Flôres Junior, Renato Galvão & Horowitz, Andrew W., 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, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  3. Barbosa, Fernando de Holanda & Cunha, Alexandre Barros da & Sallum, Elvia Mureb, 2005. "Competitive Equilibrium Hyperinflation under Rational Expectations," Economics Working Papers (Ensaios Economicos da EPGE) 578, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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