International asset allocation under regime switching, skew and kurtosis preferences
Year of publication: |
2008
|
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Authors: | Guidolin, Massimo ; Timmermann, Allan |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 2, p. 889-935
|
Subject: | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Systematischer Fehler | Bias | Theorie | Theory | Welt | World | 1975-2005 |
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