Access Statistics for Andre Lucas

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Minimum MSE and Maximum Power for the Nearly Integrated Non-Gaussian Model 0 0 0 0 1 1 1 565
A Comparison of Minimum MSE and Maximum Power for the nearly Integrated Non-Gaussian Model 0 0 0 57 0 0 0 494
A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests 0 0 0 330 0 0 0 1,355
A Dynamic Model of Investor Decision-Making: How Adaptation to Losses affects Future Selling Decisions 0 0 0 108 0 0 3 348
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations 0 1 2 67 2 4 5 205
A General Framework for Observation Driven Time-Varying Parameter Models 0 0 0 172 2 3 4 413
A General Framework for Observation Driven Time-Varying Parameter Models 0 0 0 118 2 4 6 302
A Hybrid Joint Moment Ratio Test for Financial Time Series 0 0 0 249 2 2 3 1,295
A New Semiparametric Volatility Model 0 0 0 64 1 2 2 107
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk 0 0 0 122 1 2 11 475
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests 0 0 0 216 0 0 0 1,576
A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior 0 0 0 169 0 0 1 532
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 0 14 0 1 1 61
Aggregating Credit and Market Risk: The Impact of Model Specification 0 0 0 96 0 1 2 265
An analytic approach to credit risk of large corporate bond and loan portfolios 0 0 0 875 2 3 4 1,742
Analytic Decision Rules for Financial Stochastic Programs 0 0 0 354 1 1 1 1,024
Arbitrage and sampling uncertainty in financial stochastic programming models 0 0 0 19 0 0 1 66
Bank Business Models at Zero Interest Rates 0 0 0 40 0 0 0 82
Bank business models at zero interest rates 0 0 1 36 0 0 3 84
Black Scholes for Portfolios of Options in Discrete Time: the Price is Right, the Hedge is wrong 0 0 0 425 3 4 6 1,468
Blockholder Dispersion and Firm Value 0 0 0 53 1 1 4 215
Blockholder dispersion and firm value 0 0 0 25 2 2 4 126
Business and Default Cycles for Credit Risk 0 0 1 893 0 0 2 1,922
COVID-19, Credit Risk and Macro Fundamentals 1 1 3 28 1 2 5 40
Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced? 0 0 0 60 2 2 2 222
Cash flow and discount rate risk in up and down markets: What is actually priced? 0 0 0 25 0 0 1 152
Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings 0 0 2 40 1 1 3 100
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 1 18 1 3 6 45
Comprehensive Definitions of Breakdown-Points for Independent and Dependent Observations 0 0 0 78 0 0 1 657
Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes 0 2 6 6 3 5 7 7
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 0 79 1 2 2 242
Conditional and joint credit risk 0 0 0 23 1 2 2 88
Conditional euro area sovereign default risk 0 0 0 56 0 1 2 115
Consistency, distributional convergence, and optimality of score-driven filters 0 0 0 13 1 3 4 15
Copula tensor count autoregressions for modeling multidimensional integer-valued time series 0 4 8 8 1 2 5 5
Credit Cycles and Macro Fundamentals 0 0 0 285 0 0 4 869
Credit cycles and macro fundamentals 0 1 2 182 0 3 4 604
De Pensioen- en Verzekeringskamer komen van rechts: buffervorming en beleggingsbeleid bij Nederlandse Pensioenfondsen 0 0 0 54 0 0 0 457
Deepening the measurement of technical inefficiency in private farming in Georgia: locally parametric regression 0 0 0 63 0 0 0 366
Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution 0 0 1 11 0 1 9 19
Discrete versus Continuous State Switching Models for Portfolio Credit Risk 0 0 1 190 1 1 3 916
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 1 1 2 61
Do negative interest rates make banks less safe? 0 0 0 41 1 1 1 201
Dynamic clustering of multivariate panel data 0 0 0 6 1 2 5 28
Dynamic clustering of multivariate panel data 0 0 0 80 0 1 1 129
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 1 57 0 1 5 167
Dynamic nonparametric clustering of multivariate panel data 0 0 1 22 1 2 3 25
Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting 2 2 2 76 2 2 6 111
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 71 1 1 2 514
Explaining Hedge Fund Investment Styles by Loss Aversion 0 0 0 804 1 1 2 2,234
Financial Development and Fragility: A Clustering Analysis 1 1 6 13 2 3 8 23
Finite Sample Optimality of Score-Driven Volatility Models 0 0 0 49 0 1 1 53
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 0 1 2 276
Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns 0 0 0 32 0 0 1 53
Functional Location-Scale Models with Robust Observation-Driven Dynamics 0 0 1 1 0 3 5 5
Generalized Autoregressive Method of Moments 0 0 0 74 2 2 4 143
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 1 1 1 146
Global Loss Diversification in the Insurance Sector 0 0 0 47 0 1 2 240
Global credit risk: world country and industry factors 0 0 0 32 3 3 7 111
Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics 0 7 12 12 3 7 9 9
In-Sample Bounds for Time-Varying Parameters of Observation Driven Models 0 0 0 15 1 1 2 56
In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models 0 0 0 61 1 2 2 66
Information Theoretic Optimality of Observation Driven Time Series Models 1 1 2 48 1 2 4 96
Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model 0 0 0 53 0 0 2 93
Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions 0 0 0 35 1 1 1 96
Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models 0 0 0 72 1 1 1 65
Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter 0 0 19 19 0 2 35 35
Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter 0 1 15 15 0 4 16 16
Long Memory Dynamics for Multivariate Dependence under Heavy Tails 0 0 1 48 2 2 4 164
Long-Term versus Short-Term Contingencies in Asset Allocation 0 0 1 13 0 0 1 226
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 0 0 3 163
Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers 1 7 11 11 1 5 6 6
Maximum Likelihood Estimation for Score-Driven Models 0 0 1 59 2 3 6 191
Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties 0 0 2 52 2 2 5 120
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 4 4 4 195
Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics 0 3 5 5 0 4 9 9
Mixed Density based Copula Likelihood 0 0 0 22 1 2 3 79
Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S 0 0 1 95 0 0 5 235
Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails 0 0 0 55 0 0 3 155
Modeling Portfolio Defaults using Hidden Markov Models with Covariates 0 0 2 145 1 3 6 564
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 1 2 4 68
Modeling extreme events: time-varying extreme tail shape 0 0 1 28 3 4 6 78
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 2 3 3 17
Modeling financial sector joint tail risk in the euro area 0 0 0 18 1 1 2 74
Modeling financial sector joint tail risk in the euro area 0 0 0 36 0 1 1 66
Network, Market, and Book-Based Systemic Risk Rankings 0 0 0 65 1 1 2 123
New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels 0 0 0 34 1 1 1 70
Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk 0 0 1 205 0 0 1 610
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models 1 1 1 77 1 1 2 154
Nut, gebruik en beperkingen van value-at-risk voor risicomanagement 0 0 0 95 0 0 0 370
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 0 1 1 157
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 0 1 49 1 3 7 166
Observation-driven Models for Realized Variances and Overnight Returns 0 0 1 32 0 1 3 42
On the inefficiency of portfolio insurance and caveats to the mean/downside-risk framework 0 0 0 340 0 0 1 898
Optimal Formulations for Nonlinear Autoregressive Processes 0 0 0 53 1 2 6 105
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data 0 0 0 4 1 4 6 47
Outlier robust cointegration analysis 0 0 0 240 0 0 2 566
Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models 0 0 0 93 2 2 3 236
Pro-Cyclicality, Empirical Credit Cycles, and Capital Buffer Formation 0 0 0 307 0 1 3 815
Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models 0 0 0 193 1 1 1 518
Regime switches in the volatility and correlation of financial institutions 0 0 0 102 1 1 5 194
Risk Aversion under Preference Uncertainty 0 0 0 36 1 2 2 99
Risk aversion under preference uncertainty 0 0 0 7 0 0 0 53
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 0 0 0 27
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 0 0 1 46
Risk endogeneity at the lender/investor-of-last-resort 0 0 1 9 1 1 3 56
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 1 1 3 1,051
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 0 0 2 1,383
Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting 0 0 0 36 2 2 3 76
Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting 0 0 0 91 1 3 4 133
Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads 0 0 0 35 0 0 3 64
Semi-nonparametric cointegration testing 0 0 0 152 1 1 2 480
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 0 281 2 3 3 1,018
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 1 1 1 69 2 2 3 119
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 2 2 51 1 4 4 153
Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models 0 0 0 7 2 2 2 61
Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes 0 0 0 60 3 3 6 137
Stochastic processes, non-normal innovations, and the use of scaling ratios 0 0 0 81 0 0 0 325
Stock Selection, Style Rotation, and Risk 0 0 0 666 0 0 2 1,800
Strategic and tactical asset allocation and the effect of long-run equilibrium relations 0 0 0 1,953 0 0 4 5,572
Systemic Risk Diagnostics 0 0 0 93 1 1 2 213
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 1 149 5 5 7 473
Tail Behavior of Credit Loss Distributions for General Latent Factor Models 0 0 1 414 0 0 3 1,155
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 0 1 1 35 0 1 3 59
Tail behavior of credit loss distributions 0 0 1 336 0 0 2 1,072
Testing backtesting: an evaluation of the Basle guidelines for backtesting internal risk management models of banks 0 0 0 675 0 0 0 1,667
Testing for ARCH in the Presence of Additive Outliers 0 0 0 26 0 0 2 141
Testing for Parameter Instability in Competing Modeling Frameworks 0 0 0 21 1 1 3 79
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 47 0 0 2 143
The Dynamic Skellam Model with Applications 0 0 1 36 0 0 3 141
The Information in Systemic Risk Rankings 0 0 0 28 1 4 7 98
The Multi-State Latent Factor Intensity Model for Credit Rating Transitions 0 0 3 239 0 0 5 683
The information in systemic risk rankings 0 0 1 41 0 0 4 153
Time Varying Transition Probabilities for Markov Regime Switching Models 1 1 2 131 5 7 13 459
Time-varying tail behavior for realized kernels 0 0 0 24 2 2 2 30
Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle 0 0 0 12 2 5 7 74
Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle 0 0 1 63 0 0 6 221
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 12 0 0 2 89
Why do investors sell losers? How adaptation to losses affects future capitulation decisions 0 0 0 12 1 2 2 132
Total Working Papers 9 37 132 16,833 122 213 491 51,909
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations 0 1 2 30 0 1 6 115
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk 0 0 0 52 0 0 4 206
A Note on Optimal Estimation from a Risk-Management Perspective under Possibly Misspecified Tail Behavior 0 0 0 0 1 1 3 447
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model 0 0 0 22 0 0 1 235
A note on the relationship between GARCH and symmetric stable processes 0 0 0 36 0 0 1 104
A stochastic recurrence equations approach for score driven correlation models 0 0 0 1 0 0 2 14
Accounting for missing values in score-driven time-varying parameter models 0 0 0 3 1 1 2 35
Amendments and Corrections 0 0 0 1 0 0 0 10
An analytic approach to credit risk of large corporate bond and loan portfolios 0 0 0 245 0 0 2 591
An outlier robust unit root test with an application to the extended Nelson-Plosser data 0 0 1 103 0 0 1 343
Bank Business Models at Zero Interest Rates 0 0 0 7 3 3 7 50
Blockholder dispersion and firm value 0 0 11 75 1 1 19 253
Business and default cycles for credit risk 1 1 3 6 1 1 3 15
Business and default cycles for credit risk 0 0 1 454 1 1 6 1,242
Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced? 0 0 0 18 0 0 0 102
Classical and Bayesian aspects of robust unit root inference 0 0 0 52 0 0 2 158
Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings 0 0 1 3 0 0 4 21
Cointegration Testing Using Pseudolikelihood Ratio Tests 0 0 0 14 0 0 3 61
Community Driven Development and Structural Disadvantage: Interrogating the Social Turn in Development Programming in Indonesia 0 0 0 9 0 1 3 39
Comprehensive definitions of breakdown points for independent and dependent observations 0 0 0 8 0 0 2 101
Conditional Euro Area Sovereign Default Risk 0 0 0 41 0 0 2 122
Covid-19, credit risk management modeling, and government support 0 0 1 8 1 1 4 23
Credit cycles and macro fundamentals 0 0 0 201 0 1 4 594
Deepening the Measuring of Technical Inefficiency in Private Farming in Georgia: Locally Parametric Regression 0 0 0 89 0 0 1 368
Discrete versus continuous state switching models for portfolio credit risk 0 0 1 38 0 0 1 241
Discrete-Time Financial Planning Models Under Loss-Averse Preferences 0 0 0 2 1 1 3 15
Do negative interest rates make banks less safe? 0 0 1 65 2 2 5 201
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 0 0 30 0 1 4 132
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 1 1 1 1 3 8 9
Dynamic clustering of multivariate panel data 1 1 3 5 3 5 14 24
Dynamic discrete copula models for high‐frequency stock price changes 0 0 0 1 0 2 3 26
Dynamic partial correlation models 0 0 0 2 1 1 3 7
Empirical credit cycles and capital buffer formation 0 0 0 142 0 0 1 397
Erratum to "An analytic approach to credit risk of large corporate bond and loan portfolios" [Journal of Banking and Finance 25, no. 9, pp. 1635-1664] 0 0 0 32 0 0 0 133
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 0 16 0 0 0 105
Evaluating the Basle Guidelines for Backtesting Banks' Internal Risk Management Models 0 0 0 0 1 1 6 1,611
Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence 0 0 0 0 1 1 4 8
Fractional Integration and Fat Tails for Realized Covariance Kernels 0 0 0 5 1 1 2 17
GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS 2 2 10 111 7 8 25 355
Global Credit Risk: World, Country and Industry Factors 0 0 1 8 0 0 4 94
Global loss diversification in the insurance sector 0 0 0 25 0 0 1 136
Hedging Large Portfolios of Options in Discrete Time 0 0 0 39 0 0 0 147
Heterogeneity and dynamics in network models 0 0 2 3 0 1 8 14
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models 0 0 0 30 1 2 3 101
Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods 0 0 0 17 1 1 1 83
Information-theoretic optimality of observation-driven time series models for continuous responses 0 1 1 23 2 3 3 67
Intraday Stochastic Volatility in Discrete Price Changes: The Dynamic Skellam Model 0 0 0 1 4 4 5 33
Joint Bayesian Analysis of Parameters and States in Nonlinear non‐Gaussian State Space Models 0 0 0 2 1 1 2 22
Long memory dynamics for multivariate dependence under heavy tails 0 0 1 24 0 1 3 107
Long-Term versus Short-Term Contingencies in Asset Allocation 0 0 0 3 1 1 3 68
Maximum likelihood estimation for score-driven models 0 0 2 11 3 5 12 49
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 0 0 82 0 0 0 205
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 0 3 3 0 0 12 14
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 0 0 3 46
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 0 0 1 253
Modelling Portfolio Defaults Using Hidden Markov Models with Covariates 0 0 0 87 0 3 4 430
Network, market, and book-based systemic risk rankings 0 0 1 13 0 0 4 90
New HEAVY Models for Fat-Tailed Realized Covariances and Returns 0 0 0 5 1 2 3 16
Nonlinear autoregressive models with optimality properties 0 0 1 3 1 1 3 17
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 0 1 3 95
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models 0 0 1 16 1 1 4 63
Nut, gebruik en beperkingen van Value-at-Risk voor risicomanagement 0 0 0 4 0 0 0 27
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 1 44 1 1 6 199
Observation-driven filtering of time-varying parameters using moment conditions 0 0 3 7 0 1 6 14
Observation-driven models for realized variances and overnight returns applied to Value-at-Risk and Expected Shortfall forecasting 0 0 1 5 0 0 3 18
Outlier Detection in Cointegration Analysis 0 0 0 0 1 1 3 768
Outlier robust analysis of long-run marketing effects for weekly scanning data 0 0 0 46 0 0 3 205
Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models 0 0 3 42 2 4 15 171
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models 0 0 1 54 1 1 2 210
Quantiles for t-statistics based on M-estimators of unit roots 0 0 1 23 0 0 3 302
Risk aversion under preference uncertainty 0 0 0 17 0 0 1 116
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 7 1 1 3 35
SETS, arbitrage activity, and stock price dynamics 0 0 1 36 0 0 5 175
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting 0 0 0 17 0 0 4 90
Semi-nonparametric cointegration testing 0 0 0 42 1 1 2 159
Semiparametric score driven volatility models 0 1 2 26 0 2 4 87
Short patches of outliers, ARCH and volatility modelling 0 0 0 37 1 2 2 212
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 4 46 1 4 16 177
Stock selection, style rotation, and risk 0 0 0 125 2 2 8 477
Tail behaviour of credit loss distributions for general latent factor models 0 0 0 100 1 1 1 455
Testing for ARCH in the Presence of Additive Outliers 0 0 0 213 2 3 4 793
Testing for Parameter Instability across Different Modeling Frameworks 0 0 0 4 1 2 3 29
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 1 2 5 517
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices 0 0 0 0 1 2 3 3
The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds 0 0 0 3 0 1 2 19
The information in systemic risk rankings 0 0 0 23 1 1 7 101
The multi-state latent factor intensity model for credit rating transitions 0 0 1 153 0 0 5 470
Time-Varying Parameters in Econometrics: The editor’s foreword 0 0 0 2 0 0 5 11
Time-Varying Transition Probabilities for Markov Regime Switching Models 0 0 1 14 2 5 11 60
Time-varying variance and skewness in realized volatility measures 0 0 1 3 4 5 7 16
Unit Root Tests Based on M Estimators 0 0 0 22 0 0 0 74
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 15 1 2 5 98
Total Journal Articles 4 8 69 3,543 68 109 387 16,768

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Fat Tails and the Effect on Optimal Asset Allocations 0 0 0 0 0 0 0 4
Total Chapters 0 0 0 0 0 0 0 4

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08