On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
Year of publication: |
[2004]
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Authors: | Patton, Andrew J. |
Publisher: |
[2004]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Notes: | In: Journal of Financial Econometrics, Vol. 2, No. 1, pp. 130-168 |
Classification: | G11 - Portfolio Choice ; C32 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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