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Disappointment aversion, asset pricing and measuring asymmetric dependence
Alcock, Jamie; Hatherley, Anthony - In: Asymmetric dependence in finance : diversification, …, (pp. 1-16). 2018
Persistent link: https://www.econbiz.de/10011978502
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The price of asymmetric dependence
Alcock, Jamie; Hatherley, Anthony - In: Asymmetric dependence in finance : diversification, …, (pp. 47-74). 2018
Persistent link: https://www.econbiz.de/10011978504
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Canonical vine copulas in the context of modern portfolio management : are they worth it?
Low, Rand Kwong Yew; Alcock, Jamie; Faff, Robert W.; … - In: Asymmetric dependence in finance : diversification, …, (pp. 263-289). 2018
Persistent link: https://www.econbiz.de/10011978511
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Asymmetric dependence, persistence and firm-level stock return predictability
Alcock, Jamie; Andrtikova, Petra - In: Asymmetric dependence in finance : diversification, …, (pp. 198-220). 2018
Persistent link: https://www.econbiz.de/10011978515