Petre Caraiani

Romanian Academy

125, Calea Victoriei, Sector 1

Bucharest, RO - 01007

Romania

SCHOLARLY PAPERS

2

DOWNLOADS

198

TOTAL CITATIONS

4

Scholarly Papers (2)

1.

Asset Pricing with Systematic Skewness: Two Decades Later

HEC Paris Research Paper No. FIN-2021-1432
Number of pages: 46 Posted: 08 Jul 2021 Last Revised: 03 Nov 2022
Dan Anghel, Petre Caraiani, Alina Rosu and Ioanid Rosu
Bucharest University of Economic Studies, Romanian Academy, HEC Paris - Finance Department and HEC Paris - Finance Department
Downloads 198 (303,682)
Citation 4

Abstract:

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Skewness, coskewness, three-moment CAPM, persistent factors, expected return

2.

Economic Dynamics and Sustainable Development – Resources, Factors, Structures and Policies (Proceedings Economic Scientific Research - Theoretical, Empirical and Practical Approaches ESPERA, 2016) - Part I

Proceedings ESPERA 2016 “Economic Dynamics and Sustainable Development – Resources, Factors, Structures and Policies” are edited by: Luminita Chivu, Constantin Ciutacu, Valeriu Ioan-Franc and Jean-Vasile Andrei, and published by Peter Lang Publishing, Germany, ISBN: 9783653065718 The full content o
Posted: 29 Aug 2019
National Institute for Economic Research Costin C. Kiritescu, Institute of World Economy, Romanian Academy, National Institute for Economic Research Costin C. Kiritescu, Lucian Blaga University of Sibiu, Romanian Academy, Institute of Business Administration, Karachi, University of Bucharest, Bucharest University of Economic Studies, Bucharest University of Economic Studies, University of Applied Sciences in Nysa, Institute of World Economy, Romanian Academy, Institute for World Economy - Romanian Academy, Institute of World Economy, Romanian Academy, Economic Research Institute, Bulgarian Academy of Sciences, Harbin Engineering University - School of Economics and Management, Romanian Academy - Institute for Economic Forecasting, Romanian Academy - Institute for Economic Forecasting, Centre of Financial and Monetary Research “Victor Slăvescu”, Romanian Academy - Institute for World Economy, Romanian Academy - Institute for World Economy, Economic Research Institute, Fulbright Commission, Sofia, European Union High Level Adviser, National Institute for Economic Research Costin C. Kiritescu, European Union High Level Advisers’ Mission, Institute of Economic Sciences Belgrade, Institute of Economic Sciences, Belgrade, Belgrade Banking Academy, Institute of National Economy, Romanian Academy, Institute of National Economy, Romanian Academy, Romanian Academy - Institute for World Economy, United Nations - Food and Agriculture Organization (FAO), Universidad Politécnica de Madrid, United Nations - Food and Agriculture Organization (FAO), Institute of Economics Belgrade, Institute of Agricultural Economics (IEA) Belgrade, Bucharest Academy of Economic Studies, Institute of Agricultural Economics (IEA) Belgrade, Spiru Haret University, Romanian Academy - Institute of National Economy, National Institute for Economic Research Costin C. Kiritescu, Institute for Economic Forecasting, Institute for Economic Forecasting- NIER, Romanian Academy, Victor Slăvescu Centre for Financial and Monetary Research, Victor Slăvescu Centre for Financial and Monetary Research, Romanian Academy - Institute for World Economy, Centre of Industry and Services Economy, Romanian Academy, Technical University of Civil Engineering Bucharest, ”Alexandru Ioan Cuza” University of Iaşi, Centre for Industrial and Services Economics, Romanian Academy, Centre for Industry and Services’ Economics, Romanian Academy, Centre for Industry and Services’ Economics, Romanian Academy, Centre for Industry and Services’ Economics, Romanian Academy, Romanian Academy, Bucharest University of Economic Studies, National Institute for Economic Research Costin C. Kiritescu, Institute of National Economy, Romanian Academy and Institute of National Economy, Romanian Academy

Abstract:

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Economic Dynamics, Sustainable Development, Resources, Factors, Structures and Policies