Items where Author is "Niguez, Trino-Manuel"

Journal Article

Niguez, Trino-Manuel and Paya, Ivan and Peel, David Alan and Perote, Javier (2019) Flexible distribution functions, higher-order preferences and optimal portfolio allocation. Quantitative Finance, 19 (4). pp. 699-703. ISSN 1469-7688

Niguez, Trino-Manuel and Paya, Ivan and Peel, David Alan (2016) Pure higher-order effects in the portfolio choice model. Finance Research Letters, 19. pp. 255-260. ISSN 1544-6123

Niguez, Trino-Manuel and Paya, Ivan and Peel, David and Perote, Javier (2012) On the stability of the constant relative risk aversion (CRRA) under high degrees of uncertainty. Economics Letters, 115 (2). pp. 244-248. ISSN 0165-1765

Monograph

Niguez, Trino-Manuel and Paya, Ivan and Peel, David and Perote, Javier (2013) Higher-order moments in the theory of diversification and portfolio composition. Working Paper. Lancaster University, Department of Economics, Lancaster.