Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Casper G. de Vries

The Forward Premium Puzzle and Latent Factors Day by Day

SSRN Electronic Journal

English

The Forward Premium Puzzle and Latent Factors Day by Day

SSRN Electronic Journal

English

Risk Measures for Autocorrelated Hedge Fund Returns

SSRN Electronic Journal

English

World Equity Premium Based Risk Aversion Estimates

SSRN Electronic Journal

English

On Agricultural Commodities' Extreme Price Risk

SSRN Electronic Journal

English

Fixing Soft Margins

Journal of International Economics

English

Optimal Localized Production Experience and Schooling

International Economic Review

English

A Note on the Relationship Between GARCH and Symmetric Stable Processes

Journal of Empirical Finance

English

Portfolio Selection With Heavy Tails

Journal of Empirical Finance

English

The Expected Payoff to Internet Auctions

English