On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
Publication
, Journal Article
Patton, AJ
Published in: Journal of Financial Econometrics
Duke Scholars
Published In
Journal of Financial Econometrics
Volume
2
Issue
1
Start / End Page
130 / 168
Related Subject Headings
- Econometrics
- 1502 Banking, Finance and Investment
- 1403 Econometrics
Citation
APA
Chicago
ICMJE
MLA
NLM
Patton, A. J. (n.d.). On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation. Journal of Financial Econometrics, 2(1), 130–168.
Patton, Andrew J. “On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation.” Journal of Financial Econometrics 2, no. 1 (n.d.): 130–68.
Patton AJ. On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation. Journal of Financial Econometrics. 2(1):130–68.
Patton, Andrew J. “On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation.” Journal of Financial Econometrics, vol. 2, no. 1, pp. 130–68.
Patton AJ. On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation. Journal of Financial Econometrics. 2(1):130–168.
Published In
Journal of Financial Econometrics
Volume
2
Issue
1
Start / End Page
130 / 168
Related Subject Headings
- Econometrics
- 1502 Banking, Finance and Investment
- 1403 Econometrics