International asset allocation under regime switching, skew, and kurtosis preferences
| Year of publication: |
2008
|
|---|---|
| Authors: | Guidolin, Massimo ; Timmermann, Allan |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 21.2008, 2, p. 889-936
|