Skewness risk - PDFSEARCH.IO - Document Search Engine

Skewness risk
Results: 49

#	Item
1	Value–at–Risk Prediction: A Comparison of Alternative Strategies∗ Keith Kuestera a Stefan Mittnikb c d † Add to Reading List Source URL: www.keithkuester.eu Language: English - Date: 2007-10-14 06:50:06 Statistics Mathematical analysis Probability Probability distributions Regression analysis Linear regression Normal distribution Quantile regression Quantile function Beta distribution Value at risk Skewness
2	/private/tmp/tpd22a57bb_b7b9_42ee_b52b_6266cc4f9c32.ps Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:32:22 Mathematical finance Economy Applied mathematics Finance Volatility Stochastic volatility Variance swap Implied volatility Variance risk premium Financial economics Skewness risk Option
3	What Do Data on Millions of U.S. Workers Reveal about Life-Cycle Earnings Risk?⇤ Fatih Guvenen† Fatih Karahan‡ Add to Reading List Source URL: conference.nber.org Language: English - Date: 2015-02-05 11:13:55 Statistics Probability Mathematical analysis Probability distributions Kurtosis Skewness Moment Social Security Normal distribution Economic inequality Stochastic process
4	cover.qxd:Layout:26 AM Add to Reading List Source URL: www.qmassociates.com Language: English - Date: 2015-10-06 09:58:02 Finance Money Economy Mathematical finance Investment Financial ratios Financial risk Skewness Financial services Beta Alpha Investment management
5 $UB Riskcenter Working Paper Series University of Barcelona Research Group on Risk in Insurance and Finance www.ub.edu/riskcenter Working paper \\ Number of pages 25$	UB Riskcenter Working Paper Series University of Barcelona Research Group on Risk in Insurance and Finance www.ub.edu/riskcenter Working paper \\ Number of pages 25 Add to Reading List Source URL: www.ub.edu Language: English - Date: 2014-04-12 05:48:25 Nonparametric statistics Estimation theory Robust statistics Statistical inference Actuarial science Kernel density estimation Variance Standard deviation L-estimator Skewness Expected value Value at risk
6	Microsoft Word - Abstract Neuberger Anthony Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2016-04-06 11:47:18 Statistics Probability Analysis Mathematical finance Financial risk Actuarial science Skewness Kurtosis Moment Horizon Value at risk Variance
7	Crash Risk in Currency Returns Mikhail Chernov (UCLA), Jeremy Graveline (Minnesota), and Irina Zviadadze (SSE) FRIC @ Copenhagen Business School \| August 2014 Add to Reading List Source URL: files.conferencemanager.dk Language: English - Date: 2014-08-28 07:43:56 Skewness Variance Volatility Statistics Mathematical finance Kurtosis
8	What Do Data on Millions of U.S. Workers Reveal about Life-Cycle Earnings Risk?⇤ Fatih Guvenen† Fatih Karahan‡ Add to Reading List Source URL: laef.ucsb.edu Language: English - Date: 2015-04-23 13:36:32 Skewness Variance Normal distribution Economic inequality Statistics Kurtosis Social Security
9	An earlier version of this article is found in the Wiley& Sons Publication: Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio AllocationSkewing Your Diversification Mark S. Shore Alte Add to Reading List Source URL: trendfollowing.com Language: English - Date: 2006-11-03 09:09:14 Investment Mathematical finance Financial risk Financial ratios Sharpe ratio Portfolio Hedge fund Diversification Skewness Financial economics Finance Economics
10	Microsoft Word - QJEF2004.doc Add to Reading List Source URL: plagiarism.repec.org Language: English - Date: 2012-04-03 11:54:37 Skewness Autoregressive conditional heteroskedasticity Normal distribution Volatility Moment Skewness risk Skew normal distribution Statistics Mathematical finance Kurtosis