On the out-of-sample importance of skewness and asymmetric dependence for asset allocation

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Bibliographische Detailangaben
Veröffentlicht in:Journal of financial econometrics
1. Verfasser: Patton, Andrew J. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2004
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Portfolio-Management > Risikoaversion > Aufsatz in Zeitschrift
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