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

Research output: Working paper › Discussion paper

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Original language	English
Publisher	School of Management and Languages, Heriot-Watt University
Publication status	Published - 1999

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@techreport{d6245943bc1d474896f72ffb88c670f2,

title = "The effect of asymmetric predictability of conditional variances and covariances on asset allocation",

author = "Ibrahim, {B. M.}",

year = "1999",

language = "English",

publisher = "School of Management and Languages, Heriot-Watt University",

type = "WorkingPaper",

institution = "School of Management and Languages, Heriot-Watt University",

}