Author

Fred Viole

Observed institution: Fordham University

OpenAlex ID: A5081007232

Behavioral finance in financial market theory, utility theory, portfolio theory and the necessary statistics: A review

2014 · David Nawrocki, Fred Viole · Journal of Behavioral and Experimental Finance · 45

The Utility of Wealth in an Upper- and Lower-Partial Moment Fabric

2011 · Fred Viole, David Nawrocki · The Journal of Investing · 13

Predicting Risk/Return Performance Using Upper Partial Moment/Lower Partial Moment Metrics

2016 · Fred Viole, David N. Nawrocki · Journal of Mathematical Finance · 12

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Nonparametric Regression Using Clusters

2017 · Hrishikesh D. Vinod, Fred Viole · Computational Economics · 8

Deriving Nonlinear Correlation Coefficients from Partial Moments

2012 · Fred Viole, David N. Nawrocki · SSRN Electronic Journal · 8

NNS: Nonlinear Nonparametric Statistics

2016 · Fred Viole · 5

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An analysis of heterogeneous utility benchmarks in a zero return environment

2013 · Fred Viole, David Nawrocki · International Review of Financial Analysis · 5

Clustering and Curve Fitting by Line Segments

2017 · Hrishikesh D. Vinod, Fred Viole · SSRN Electronic Journal · 3

LPM Density Functions for the Computation of the SD Efficient Set

2016 · Fred Viole, David Nawrocki · Journal of Mathematical Finance · 3

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Cumulative Distribution Functions and UPM/LPM Analysis

2012 · Fred Viole, David N. Nawrocki · SSRN Electronic Journal · 3

Estimation error and partial moments

2024 · David Nawrocki, Fred Viole · International Review of Financial Analysis · 2

Modeling Elasticity: A Brief Survey of Price Elasticity of Demand Estimation Methods

2019 · Meng Sui, Erick W. Rengifo, et al. · 2

Beyond Correlation: Using the Elements of Variance for Conditional Means and Probabilities

2017 · Fred Viole · SSRN Electronic Journal · 2

Nonlinear Correlation and Dependence Using NNS

2017 · Fred Viole · SSRN Electronic Journal · 2

Partitional Estimation Using Partial Moments

2020 · Fred Viole · SSRN Electronic Journal · 1

Multivariate Time Series Forecasting: Nonparametric Vector Autoregression Using NNS

2019 · Fred Viole · SSRN Electronic Journal · 1

A Note on Stochastic Dominance

2017 · Fred Viole · SSRN Electronic Journal · 1

The Equity Premium Puzzle: Defining a Robust Risk Aversion Coefficient

2011 · Fred Viole, David N. Nawrocki · SSRN Electronic Journal · 1

Partial Moments as a Unifying Primitive: Distributional Structure, Benchmark-Relative Utility, Adaptive Estimation, and Learned Neural Nonlinearities

2026 · Fred Viole · SSRN Electronic Journal

Value-at-Risk (VaR) and Probability Bounds Analysis

2025 · Fred Viole · SSRN Electronic Journal

Partial Moments as a Bridge between Bayesian and Frequentist Decision-Making

2025 · Fred Viole · SSRN Electronic Journal

Distributional Equivalence in GBM: Outcome Transformation for Efficient Risk-Neutral Pricing

2025 · Fred Viole · SSRN Electronic Journal

Comparing Old and New Partial Derivative Estimates from Nonlinear Nonparametric Regressions

2020 · Hrishikesh D. Vinod, Fred Viole · SSRN Electronic Journal

Arbitrary Spearman’s Rank Correlations in Maximum Entropy Bootstrap and Improved Monte Carlo Simulations

2020 · Hrishikesh D. Vinod, Fred Viole · SSRN Electronic Journal

Comparing Old and New Partial Derivative Estimates from Nonlinear Nonparametric Regressions: Supplemental Materials

2020 · Hrishikesh D. Vinod, Fred Viole · SSRN Electronic Journal

Works count: 43

Citation count: 117

H-index: 5

I10-index: 3