Empirical distributions of stock returns: European securities markets, 1990-95
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References listed on IDEAS
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- Landsman, Zinoviy, 2010. "On the Tail Mean-Variance optimal portfolio selection," Insurance: Mathematics and Economics, Elsevier, vol. 46(3), pages 547-553, June.
- Robert Chirinko & Hisham Foad, 2006. "Noise vs. News in Equity Returns," CESifo Working Paper Series 1812, CESifo Group Munich.
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KeywordsDistributions Of Stock Returns Non-NORMALITY European Markets;
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