Time-Varying Semi-Nonparametric Distribution and Portfolio Performance
2016 ◽
Vol 10
(1)
◽
pp. 27-42
1986 ◽
Vol 148
(3)
◽
pp. 537
◽
2012 ◽
Vol 132
(4)
◽
pp. 584-591
◽
2013 ◽
Vol 133
(2)
◽
pp. 365-372
2011 ◽
Vol 131
(12)
◽
pp. 2172-2180