Skewness-aware asset allocation: A new theoretical framework and empirical evidence

10.1111/j.1467-9965.2010.00463.x

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Bibliographic Details
Main Authors: Low, C., Pachamanova, D., Sim, M.
Other Authors: FINANCE
Format: Article
Published: 2013
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44214
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Institution: National University of Singapore