Reply to Johansen's comment
Year of publication: |
2002-06
|
---|---|
Authors: | Laloux, Laurent ; Aguilar, Jean-Pierre ; Bouchaud, Jean-Philippe |
Institutions: | Science & Finance |
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Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo, (2003)
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Financial factors in economic fluctuations
Christiano, Lawrence, (2010)
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Monetary policy shocks and portfolio choice
Fratzscher, Marcel, (2009)
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Are financial crashes predictable?
Laloux, Laurent, (1998)
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Taming large events: portfolio selection for strongly fluctuating assets
Bouchaud, Jean-Philippe, (1998)
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Missing information and asset allocation
Bouchaud, Jean-Philippe, (1997)
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