Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications
Year of publication: |
2015
|
---|---|
Authors: | Zhou, Jian ; Nicholson, Joseph R. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 45.2015, p. 14-21
|
Subject: | Covariance asymmetry | Mixed-asset portfolio | Economic value | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Korrelation | Correlation |
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