The effect of asymmetric predictability of conditional variances and covariances and on asset allocation

Research output: Contribution to conferencePaper

Original languageEnglish
Publication statusPublished - 1998
EventEastern Finance Association Conference - Virginia, United States
Duration: 22 Apr 199825 Apr 1998

Conference

ConferenceEastern Finance Association Conference
CountryUnited States
CityVirginia
Period22/04/9825/04/98

Cite this

Ibrahim, B. M. (1998). The effect of asymmetric predictability of conditional variances and covariances and on asset allocation. Paper presented at Eastern Finance Association Conference, Virginia, United States.
Ibrahim, B M. / The effect of asymmetric predictability of conditional variances and covariances and on asset allocation. Paper presented at Eastern Finance Association Conference, Virginia, United States.
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title = "The effect of asymmetric predictability of conditional variances and covariances and on asset allocation",
author = "Ibrahim, {B M}",
year = "1998",
language = "English",
note = "Eastern Finance Association Conference ; Conference date: 22-04-1998 Through 25-04-1998",

}

Ibrahim, BM 1998, 'The effect of asymmetric predictability of conditional variances and covariances and on asset allocation', Paper presented at Eastern Finance Association Conference, Virginia, United States, 22/04/98 - 25/04/98.

The effect of asymmetric predictability of conditional variances and covariances and on asset allocation. / Ibrahim, B M.

1998. Paper presented at Eastern Finance Association Conference, Virginia, United States.

Research output: Contribution to conferencePaper

TY - CONF

T1 - The effect of asymmetric predictability of conditional variances and covariances and on asset allocation

AU - Ibrahim, B M

PY - 1998

Y1 - 1998

M3 - Paper

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Ibrahim BM. The effect of asymmetric predictability of conditional variances and covariances and on asset allocation. 1998. Paper presented at Eastern Finance Association Conference, Virginia, United States.