P.O. Box 2511
Cairo
Egypt
The American University in Cairo
Consumption-based Capital Asset Pricing Model, Downside and upside consumption and market risks, Mixture of truncated normal distributions
Mixture of truncated normals, downside and upside consumption and market risks
Continuous Hidden Threshold, Mixture Distribution, Skew-Symmetric Distribution, Split Distribution
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operational risk; capital charge; value-at-risk; copula; Basel III; emerging economies; developed economies.
Stock Price Synchronicity; Skewness; Corporate Governance; Marginal Investors.
