Return distribution predictability and its implications for portfolio selection
Year of publication: |
2013
|
---|---|
Authors: | Zhu, Min |
Published in: |
International Review of Economics & Finance. - Elsevier, ISSN 1059-0560. - Vol. 27.2013, C, p. 209-223
|
Publisher: |
Elsevier |
Subject: | Return predictability | Quantile regression | Copula | Portfolio selection |
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