Spillovers and asset allocation
Year of publication: |
2021
|
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Authors: | Lai Trung Hoang ; Baur, Dirk G. |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 8, Art.-No. 345, p. 1-31
|
Subject: | asset allocation | portfolio optimization | return spillovers | spillover | volatility spillovers | Theorie | Theory | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Kapitaleinkommen | Capital income | Industrieforschung | Industrial research |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14080345 [DOI] hdl:10419/258449 [Handle] |
Classification: | C32 - Time-Series Models ; c58 ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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