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.