Ex Post Portfolio Performance with Predictable Skewness and Kurtosis
Year of publication: |
2010
|
---|---|
Authors: | Guidolin, Massimo ; Nicodano, Giovanna |
Institutions: | Collegio Carlo Alberto, Università degli Studi di Torino |
Subject: | Stock Market Regimes | Return Predictability | Skew and Kurtosis | Equity Diversification |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 191 68 pages |
Classification: | D91 - Intertemporal Consumer Choice; Life Cycle Models and Saving ; G11 - Portfolio Choice ; G23 - Pension Funds; Other Private Financial Institutions ; J26 - Retirement; Retirement Policies |
Source: |
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