On the Nature of (Jump) Skewness Risk Premia.

Piotr Orlowski Paul Schneider Fabio Trojani

Published in: Manag. Sci. (2024)

Keyphrases

risk management
markov chain
portfolio selection
data sets
early warning
artificial neural networks
portfolio optimization
risk assessment
probabilistic model
mobile robot
preprocessing
digital libraries
multimedia
decision making
real world
neural network
databases