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Portfolio theory and much of asset pricing, as well as many empirical applications, depend on the use of multivariate probability distributions to describe asset returns. Traditionally, this has meant the multivariate normal (or Gaussian) distribution. More recently, theoretical and empirical work in financial economics has employed the multivariate Student (and other) distributions which are members of the elliptically symmetric class. There is also a growing body of work which is based on skew-elliptical distributions. These probability models all exhibit the property that the marginal...

Providing one of the first comprehensive, cross-cultural examinations of the dynamic market for sexual services, this book presents an evidence-based look at the multiple factors related to purchasing patterns and demand among clients who have used the internet. The data is drawn from two large surveys of sex workers’ clients in the US and UK. The book presents descriptive baseline data on client engagement with online platforms, demographics and patterns of frequency in different markets, information on smaller niche markets and client reactions to exploitation, safety and changes in the...