International portfolio allocation : the role of conditional higher moments
Trung H. Le
| Year of publication: |
2021
|
|---|---|
| Authors: | Trung Hai Le |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 74.2021, p. 33-57
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| Subject: | Higher moments | International diversification | Mixed data sampling (MIDAS) | Parametric portfolio | Portfolio-Management | Portfolio selection | Theorie | Theory | Portfolio-Investition | Foreign portfolio investment | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Stichprobenerhebung | Sampling | Momentenmethode | Method of moments | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.09.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012792935