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

    Research output: Contribution to conferencePaper

    Original languageEnglish
    Publication statusPublished - 1997
    EventFMA 1997 European Conference - Zurich, Switzerland
    Duration: 1 May 1997 → …

    Conference

    ConferenceFMA 1997 European Conference
    Abbreviated titleFMA 1997
    CountrySwitzerland
    CityZurich
    Period1/05/97 → …

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