Access Statistics for Andre Lucas

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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 0 0 0 564
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 1 3 348
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations 1 1 2 67 2 2 3 203
A General Framework for Observation Driven Time-Varying Parameter Models 0 0 0 118 1 2 5 300
A General Framework for Observation Driven Time-Varying Parameter Models 0 0 0 172 1 1 3 411
A Hybrid Joint Moment Ratio Test for Financial Time Series 0 0 0 249 0 1 1 1,293
A New Semiparametric Volatility Model 0 0 0 64 0 1 1 106
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk 0 0 0 122 0 4 10 474
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 2 2 265
An analytic approach to credit risk of large corporate bond and loan portfolios 0 0 0 875 0 1 2 1,740
Analytic Decision Rules for Financial Stochastic Programs 0 0 0 354 0 0 0 1,023
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 1 1 3 1,465
Blockholder Dispersion and Firm Value 0 0 0 53 0 0 3 214
Blockholder dispersion and firm value 0 0 0 25 0 1 2 124
Business and Default Cycles for Credit Risk 0 0 1 893 0 0 3 1,922
COVID-19, Credit Risk and Macro Fundamentals 0 0 2 27 0 1 4 39
Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced? 0 0 1 60 0 0 1 220
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 0 0 2 99
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 1 18 0 2 6 44
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 6 6 6 0 4 4 4
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 0 79 0 1 1 241
Conditional and joint credit risk 0 0 0 23 1 1 1 87
Conditional euro area sovereign default risk 0 0 0 56 1 1 2 115
Consistency, distributional convergence, and optimality of score-driven filters 0 0 0 13 1 3 3 14
Copula tensor count autoregressions for modeling multidimensional integer-valued time series 1 8 8 8 1 4 4 4
Credit Cycles and Macro Fundamentals 0 0 0 285 0 1 4 869
Credit cycles and macro fundamentals 1 2 2 182 1 4 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 11 11 0 3 19 19
Discrete versus Continuous State Switching Models for Portfolio Credit Risk 0 0 1 190 0 0 2 915
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 0 1 60
Do negative interest rates make banks less safe? 0 0 0 41 0 0 1 200
Dynamic clustering of multivariate panel data 0 0 0 6 1 2 4 27
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 1 1 5 167
Dynamic nonparametric clustering of multivariate panel data 0 0 1 22 1 1 3 24
Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting 0 0 0 74 0 0 5 109
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 71 0 0 1 513
Explaining Hedge Fund Investment Styles by Loss Aversion 0 0 0 804 0 1 1 2,233
Financial Development and Fragility: A Clustering Analysis 0 1 5 12 0 2 6 21
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 1 1 4 276
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 1 1 1 1 5 5 5
Generalized Autoregressive Method of Moments 0 0 0 74 0 0 3 141
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 0 0 0 145
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 0 0 4 108
Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics 0 12 12 12 0 6 6 6
In-Sample Bounds for Time-Varying Parameters of Observation Driven Models 0 0 0 15 0 0 1 55
In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models 0 0 0 61 1 1 1 65
Information Theoretic Optimality of Observation Driven Time Series Models 0 0 1 47 0 1 3 95
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 0 0 0 95
Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models 0 0 0 72 0 0 0 64
Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter 0 1 19 19 2 4 35 35
Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter 1 1 15 15 4 5 16 16
Long Memory Dynamics for Multivariate Dependence under Heavy Tails 0 0 1 48 0 0 2 162
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 10 10 10 1 5 5 5
Maximum Likelihood Estimation for Score-Driven Models 0 0 1 59 1 2 4 189
Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties 0 0 3 52 0 0 4 118
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 0 0 0 191
Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics 1 5 5 5 1 9 9 9
Mixed Density based Copula Likelihood 0 0 0 22 0 1 2 78
Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S 0 0 1 95 0 1 5 235
Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails 0 0 0 55 0 2 3 155
Modeling Portfolio Defaults using Hidden Markov Models with Covariates 0 0 2 145 2 2 5 563
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 1 1 3 67
Modeling extreme events: time-varying extreme tail shape 0 1 1 28 0 2 3 75
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 1 1 1 15
Modeling financial sector joint tail risk in the euro area 0 0 0 36 0 1 1 66
Modeling financial sector joint tail risk in the euro area 0 0 0 18 0 0 1 73
Network, Market, and Book-Based Systemic Risk Rankings 0 0 0 65 0 0 1 122
New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels 0 0 0 34 0 0 0 69
Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk 0 0 2 205 0 0 3 610
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models 0 0 0 76 0 0 1 153
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 1 1 1 157
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 0 2 49 1 2 7 165
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 0 2 5 104
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data 0 0 0 4 2 3 5 46
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 0 1 1 234
Pro-Cyclicality, Empirical Credit Cycles, and Capital Buffer Formation 0 0 0 307 0 2 3 815
Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models 0 0 0 193 0 0 0 517
Regime switches in the volatility and correlation of financial institutions 0 0 0 102 0 0 4 193
Risk Aversion under Preference Uncertainty 0 0 0 36 0 1 1 98
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 0 0 2 55
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 0 0 2 1,050
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 0 0 1 74
Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting 0 0 0 91 1 2 3 132
Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads 0 0 0 35 0 1 3 64
Semi-nonparametric cointegration testing 0 0 0 152 0 0 1 479
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 0 281 1 1 1 1,016
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 0 0 68 0 0 3 117
Spillover dynamics for systemic risk measurement using spatial financial time series models 2 2 2 51 2 3 4 152
Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models 0 0 0 7 0 0 0 59
Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes 0 0 0 60 0 1 4 134
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 1 5 5,572
Systemic Risk Diagnostics 0 0 0 93 0 0 1 212
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 1 149 0 0 3 468
Tail Behavior of Credit Loss Distributions for General Latent Factor Models 0 1 1 414 0 1 3 1,155
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 1 1 1 35 1 1 3 59
Tail behavior of credit loss distributions 0 0 1 336 0 0 3 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 0 0 2 78
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 47 0 1 2 143
The Dynamic Skellam Model with Applications 0 1 1 36 0 1 4 141
The Information in Systemic Risk Rankings 0 0 0 28 1 4 6 97
The Multi-State Latent Factor Intensity Model for Credit Rating Transitions 0 1 3 239 0 2 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 0 0 1 130 1 3 11 454
Time-varying tail behavior for realized kernels 0 0 0 24 0 0 0 28
Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle 0 0 0 12 2 3 5 72
Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle 0 0 1 63 0 0 7 221
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 1 1 131
Total Working Papers 9 55 137 16,824 43 142 406 51,787
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 1 1 2 30 1 1 7 115
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk 0 0 0 52 0 1 4 206
A Note on Optimal Estimation from a Risk-Management Perspective under Possibly Misspecified Tail Behavior 0 0 0 0 0 1 2 446
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model 0 0 0 22 0 1 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 1 2 14
Accounting for missing values in score-driven time-varying parameter models 0 0 0 3 0 1 1 34
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 1 2 591
An outlier robust unit root test with an application to the extended Nelson-Plosser data 0 0 1 103 0 0 2 343
Bank Business Models at Zero Interest Rates 0 0 0 7 0 1 4 47
Blockholder dispersion and firm value 0 0 11 75 0 0 18 252
Business and default cycles for credit risk 0 0 1 454 0 0 5 1,241
Business and default cycles for credit risk 0 0 2 5 0 0 2 14
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 1 2 158
Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings 0 0 1 3 0 1 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 1 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 1 2 122
Covid-19, credit risk management modeling, and government support 0 0 1 8 0 0 3 22
Credit cycles and macro fundamentals 0 0 1 201 0 1 6 594
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 0 0 2 14
Do negative interest rates make banks less safe? 0 0 1 65 0 1 3 199
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 0 0 30 1 2 4 132
Dynamic Nonparametric Clustering of Multivariate Panel Data* 1 1 1 1 1 2 7 8
Dynamic clustering of multivariate panel data 0 0 2 4 1 4 12 21
Dynamic discrete copula models for high‐frequency stock price changes 0 0 0 1 0 2 3 26
Dynamic partial correlation models 0 0 1 2 0 0 5 6
Empirical credit cycles and capital buffer formation 0 0 0 142 0 1 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 0 2 6 1,610
Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence 0 0 0 0 0 0 3 7
Fractional Integration and Fat Tails for Realized Covariance Kernels 0 0 0 5 0 0 1 16
GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS 0 0 8 109 0 2 20 348
Global Credit Risk: World, Country and Industry Factors 0 0 1 8 0 2 4 94
Global loss diversification in the insurance sector 0 0 0 25 0 1 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 1 1 9 14
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models 0 0 0 30 1 1 2 100
Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods 0 0 0 17 0 0 1 82
Information-theoretic optimality of observation-driven time series models for continuous responses 1 1 2 23 1 1 3 65
Intraday Stochastic Volatility in Discrete Price Changes: The Dynamic Skellam Model 0 0 0 1 0 0 1 29
Joint Bayesian Analysis of Parameters and States in Nonlinear non‐Gaussian State Space Models 0 0 0 2 0 1 1 21
Long memory dynamics for multivariate dependence under heavy tails 0 0 2 24 0 1 4 107
Long-Term versus Short-Term Contingencies in Asset Allocation 0 0 0 3 0 0 2 67
Maximum likelihood estimation for score-driven models 0 0 2 11 1 4 9 46
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 0 1 82 0 0 2 205
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 1 3 3 0 3 12 14
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 0 1 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 2 4 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 0 1 2 15
Nonlinear autoregressive models with optimality properties 0 0 1 3 0 0 2 16
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 0 1 4 95
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models 0 0 1 16 0 1 3 62
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 0 1 6 198
Observation-driven filtering of time-varying parameters using moment conditions 0 1 3 7 0 2 7 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 0 0 2 767
Outlier robust analysis of long-run marketing effects for weekly scanning data 0 0 0 46 0 2 3 205
Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models 0 0 4 42 1 3 14 169
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models 0 1 1 54 0 1 2 209
Quantiles for t-statistics based on M-estimators of unit roots 0 0 1 23 0 1 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 0 1 3 34
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 0 1 1 158
Semiparametric score driven volatility models 0 1 2 26 1 2 4 87
Short patches of outliers, ARCH and volatility modelling 0 0 0 37 0 1 1 211
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 1 6 46 2 6 17 176
Stock selection, style rotation, and risk 0 0 0 125 0 1 6 475
Tail behaviour of credit loss distributions for general latent factor models 0 0 0 100 0 0 0 454
Testing for ARCH in the Presence of Additive Outliers 0 0 0 213 0 1 2 791
Testing for Parameter Instability across Different Modeling Frameworks 0 0 0 4 0 1 2 28
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 1 2 4 516
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices 0 0 0 0 0 1 2 2
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 0 0 6 100
The multi-state latent factor intensity model for credit rating transitions 0 0 1 153 0 1 7 470
Time-Varying Parameters in Econometrics: The editor’s foreword 0 0 1 2 0 1 7 11
Time-Varying Transition Probabilities for Markov Regime Switching Models 0 0 1 14 1 4 10 58
Time-varying variance and skewness in realized volatility measures 0 0 1 3 1 1 4 12
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 1 4 97
Total Journal Articles 3 8 74 3,539 19 88 351 16,700

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Fat Tails and the Effect on Optimal Asset Allocations 0 0 0 0 0 0 0 4
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