On the out-of-sample importance of skewness and asymmetric dependence for asset allocation
Patton, Andrew J.
(2004)
On the out-of-sample importance of skewness and asymmetric dependence for asset allocation.
Journal of Financial Econometrics, 2 (1).
pp. 130-168.
ISSN 1479-8409
| Item Type | Article |
|---|---|
| Departments | LSE |
| DOI | 10.1093/jjfinec/nbh006 |
| Date Deposited | 25 Sep 2008 15:15 |
| URI | https://researchonline.lse.ac.uk/id/eprint/16610 |