Items where Author is "Perote, Javier"

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Number of items: 3.

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 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

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.

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