On the out-of-sample importance of skewness and asymmetric dependence for asset allocation
Patton, A. J.
(2004).
On the out-of-sample importance of skewness and asymmetric dependence for asset allocation.
Journal of Financial Econometrics,
2(1), 130-168.
https://doi.org/10.1093/jjfinec/nbh006
| Item Type | Article |
|---|---|
| Copyright holders | © 2004 Oxford University Press |
| Departments | LSE |
| DOI | 10.1093/jjfinec/nbh006 |
| Date Deposited | 25 Sep 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/16610 |