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~isPartOf:"FAME research paper series"
~person:"Jondeau, Eric"
~person:"Kelly, Bryan T."
~person:"Liang, Chao"
~person:"Timmermann, Allan"
~subject:"Forecasting model"
~subject:"Portfolio-Management"
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Conditional asset allocation under non-normality : how costly is the mean-variance criterion?
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002635210
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