RISK-BASED DYNAMIC ASSET ALLOCATION WITH EXTREME TAILS AND CORRELATIONS
| Year of publication: |
2012
|
|---|---|
| Authors: | Wang, Peng ; Sullivan, Rodney N ; Ge, Yizhi |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 38.2012, 4, p. 26-43
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