The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results
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- Panayiotis Theodossiou, 1998. "Financial Data and the Skewed Generalized T Distribution," Management Science, INFORMS, vol. 44(12-Part-1), pages 1650-1661, December.
- Markowitz, Harry, 2014. "Mean–variance approximations to expected utility," European Journal of Operational Research, Elsevier, vol. 234(2), pages 346-355.
- Jiang, Chonghui & Ma, Yongkai & An, Yunbi, 2016. "Portfolio selection with a systematic skewness constraint," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 393-405.
- Kevin Fergusson & Eckhard Platen, 2006.
"On the Distributional Characterization of Daily Log-Returns of a World Stock Index,"
Applied Mathematical Finance,
Taylor & Francis Journals, vol. 13(1), pages 19-38.
- Kevin Fergusson & Eckhard Platen, 2005. "On the Distributional Characterization of Log-returns of a World Stock Index," Research Paper Series 153, Quantitative Finance Research Centre, University of Technology, Sydney.
- repec:lrk:eeaart:36_1_18 is not listed on IDEAS
- Lord Mensah & R. K. Avuglah & Vincent Dedu, 2013. "Allocation of Assets on the Ghana Stock Exchange (GSE)," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 4(2), pages 108-114, April.
- Trapani, Lorenzo, 2016. "Testing for (in)finite moments," Journal of Econometrics, Elsevier, vol. 191(1), pages 57-68.
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