The effect of Asymmetric Predictability of Conditional Variances and Covariances on Asset Allocation

Research output: Contribution to conferencePaper

Original languageEnglish
Publication statusPublished - 1998
EventInstitute of Quantitative Investment Research -
Duration: 1 Sep 1998 → …

Conference

ConferenceInstitute of Quantitative Investment Research
Abbreviated titleInquire
Period1/09/98 → …

Cite this

Ibrahim, B. M. (1998). The effect of Asymmetric Predictability of Conditional Variances and Covariances on Asset Allocation. Paper presented at Institute of Quantitative Investment Research, .