Skewness-aware asset allocation: A new theoretical framework and empirical evidence
10.1111/j.1467-9965.2010.00463.x
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Main Authors: | Low, C., Pachamanova, D., Sim, M. |
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Other Authors: | FINANCE |
Format: | Article |
Published: |
2013
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/44214 |
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Institution: | National University of Singapore |
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