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

B M Ibrahim

    Research output: Contribution to conference › Paper

    Original languageEnglish
    Publication statusPublished - 1998
    EventEastern Finance Association Conference - Virginia, United States
    Duration: 22 Apr 1998 → 25 Apr 1998

    Conference

    ConferenceEastern Finance Association Conference
    Country/TerritoryUnited States
    CityVirginia
    Period22/04/98 → 25/04/98

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