On the out-of-sample importance of skewness and asymmetric dependence for asset allocation
Andrew J. Patton
| Year of publication: |
2004
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|---|---|
| Authors: | Patton, Andrew J. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 2.2004, 1, p. 130-168
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| Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002214229