On the importance of time variability in higher moments for asset allocation
Year of publication: |
2012
|
---|---|
Authors: | Jondeau, Eric ; Rockinger, Michael |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 10.2012, 1, p. 84-123
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Zeit | Time | Aktienmarkt | Stock market |
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