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1. Factor Models as Explanatory Unifiers versus Explanatory Ideals of Empirical Regularities of Stock Returns. (2015). Samartzis, Panagiotis ; Kourogenis, Nikolaos ; Koundouri, Phoebe ; Pittis, Nikitas.
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2. Option-Based Estimation of the Price of Co-Skewness and Co-Kurtosis Risk. (2015). Christoffersen, Peter ; Karoui, Mehdi ; Fournier, Mathieu ; Jacobs, Kris.
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3. The Impact of Top Management Team Characteristics on Firms Growth.. (2014). Colombelli, Alessandra.
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4. Addressing agent specific extreme price risk in the presence of heterogeneous data sources: A food safety perspective. (2014). DIALLO, Abdoul Salam ; Moussa, Alfred Mbairadjim.
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5. Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds. (2014). Proelss, Juliane ; Schweizer, Denis.
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6. Herding behaviour and volatility in the Athens Stock Exchange. (2014). Messis, Petros ; Zapranis, Achilleas.
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7. A characterization of the coskewness–cokurtosis pricing model. (2014). Back, Kerry.
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8. The Effect of Capital Structure on Abnormal Stock Returns: Evidence from Pakistan. (2014). Shah, Attaullah.
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9. Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas. (2014). Samartzis, Panagiotis ; Kourogenis, Nikolaos ; Koundouri, Phoebe ; Pittis, Nikitas.
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10. A copula–GARCH model for macro asset allocation of a portfolio with commodities. (2013). Riccetti, Luca.
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11. Pair copula constructions in portfolio optimization ploblem. (2013). Travkin, Alexandr .
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12. Higher-order moments in the theory of diversification and portfolio composition. (2013). Perote, Javier ; Peel, David ; Paya, Ivan ; Ñíguez Grau, Trino ; Niguez, Trino-Manuel .
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13. Canonical vine copulas in the context of modern portfolio management: Are they worth it?. (2013). faff, robert ; Alcock, Jamie ; Brailsford, Timothy ; Low, Rand Kwong Yew, .
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14. An empirical analysis of the downside risk-return trade-off at daily frequency. (2013). Sévi, Benoît ; Sevi, Benoit.
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15. Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas. (2013). Samartzis, Panagiotis ; Kourogenis, Nikolaos ; Koundouri, Phoebe ; Pittis, Nikitas.
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16. Financial Leverage and Shareholder’s Required Returns: Evidence from South Africa Corporate Sector. (2012). Azman-Saini, W.N.W ; Matemilola, B. ; Bany-Ariffin, A..
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17. Cross-Regional Patenting. (2012). Huang, Kuo-Feng ; Yu, Chwo-Ming Joseph.
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18. Leverage Risk, Financial Crisis, and Stock Returns: A Comparison among Islamic, Conventional, and Socially Responsible Stocks. (2012). BHATT, VAISHNAVI ; Sultan, Jahangir.
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19. Skewness in stock returns: evidence from the Bucharest stock exchange during 2000 – 2011. (2012). Panait, Iulian ; Slavescu, Ecaterina Oana .
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20. Systematic risk and the cross section of hedge fund returns. (2012). Brown, Stephen ; Bali, Turan G. ; Caglayan, Mustafa Onur.
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21. Capital structure and abnormal returns. (2012). Muradoglu, Yaz ; Muradoalu, Yaz Glnur ; Sivaprasad, Sheeja.
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25. Leverage and Returns in Three Countries of Southern European Region. (2011). ARTIKIS, PANAGIOTIS ; Nifora, Georgia .
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26. Maxing out: Stocks as lotteries and the cross-section of expected returns. (2011). Bali, Turan G. ; Whitelaw, Robert F. ; Cakici, Nusret.
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27. Multicriteria rankings of open-end investment funds and their stability. (2010). Sielska, Agata.
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28. Pricing assets with higher moments: Evidence from the Australian and us stock markets. (2010). Zurbruegg, Ralf ; Doan, Phuong ; Lin, Chien-Ting.
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29. Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns. (2009). Bali, Turan G. ; Whitelaw, Robert F. ; Cakici, Nusret.
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30. Efficient Frontier for Robust Higher-order Moment Portfolio Selection. (2008). Merlin, Paul ; Jurczenko, Emmanuel ; Maillet, Bertrand.
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31. Stochastic dominance and behavior towards risk: The market for Internet stocks. (2008). Wong, Wing-Keung ; Lean, Hooi Hooi ; Fong, Wai Mun.
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32. Portfolio selection with skewness in emerging market industries. (2007). Canela, Miguel Angel ; Collazo, Eduardo Pedreira.
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33. Multi-objective stochastic programming for portfolio selection. (2007). El Fayedh, Rimeh ; ben Abdelaziz, Fouad ; Aouni, Belaid.
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36. Household Portfolio Diversification: A Case for Rank-Dependent Preferences. (2005). Polkovnichenko, Valery.
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37. Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion?. (2005). Rockinger, Michael ; Jondeau, Eric.
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38. Prospect Theory and Mean-Variance Analysis. (2004). Levy, Haim.
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40. DETERMINANTS OF THE FIRM’S CAPITAL STRUCTURE - THE CASE OF THE VERY SMALL ENTERPRISES. (2003). Barbosa, Evaldo ; CRISTIANA DE CASTRO MORAES, .
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41. Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets. (2003). Prakash, Arun ; Pactwa, Therese E. ; Chang, Chun-Hao.
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43. Environmental constraints and sigmoid utility: implications for value, risk sensitivity, and social status. (2003). Frederick, William G. ; Kuznar, Lawrence A..
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44. Testing for Third-Order Stochastic Dominance with Diversification Possibilities. (2002). Post, G. T..
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45. Testing for Stochastic Dominance with Diversification Possibilities. (2001). Post, G. T..
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46. Using investment portfolio return to combine forecasts: A multiobjective approach. (2001). Leung, Mark T. ; Daouk, Hazem ; Chen, An-Sing.
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47. Lower partial moments as measures of perceived risk: An experimental study. (2000). Unser, Matthias .
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48. A comparison of procedures for estimating the parent probability distribution from a given set of fractiles. (2000). Kottas, John F. ; Lau, Hon-Shiang.
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49. Expected utility, skewness, and the baseball betting market. (1999). Woodland, Bill.
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51. A multivariate test of the covariance-co-skewness restriction for the three moment CAPM. (1996). Moy, Ronald L. ; Lee, Cheng F..
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52. The determinants of institutional demand for common stock: Tests of the capm vs. individual stock attributes. (1996). Stansell, Stanley R. ; Eakins, Stanley G. ; Below, Scott D..
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