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

B M Ibrahim

    Research output: Contribution to conference › Paper

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

    Conference

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

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