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
Full text not available from this repository.
Identification Number: 10.1093/jjfinec/nbh006
| Item Type: | Article |
|---|---|
| Official URL: | http://jfec.oxfordjournals.org/ |
| Additional Information: | © 2004 Oxford University Press |
| Divisions: | LSE |
| Subjects: | H Social Sciences > HG Finance |
| Date Deposited: | 25 Sep 2008 15:15 |
| Last Modified: | 11 Dec 2024 22:43 |
| URI: | http://eprints.lse.ac.uk/id/eprint/16610 |
Actions (login required)
 |
View Item |
