Industry portfolio allocation with asymmetric correlations

Myeong Hyeon Kim, Seyoung Park and Jong Mun Yoon

Year of publication:	2021
Authors:	Kim, Myeong Hyeon ; Park, Seyoung ; Yoon, Jong Mun
Subject:	dynamic and asymmetric correlation \| Industry portfolio \| regime switching \| Korrelation \| Correlation \| Portfolio-Management \| Portfolio selection \| Volatilität \| Volatility \| Theorie \| Theory \| Kapitaleinkommen \| Capital income

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