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International Asset Allocation Under Regime Switching, Skew and Kurtosis Preferences

International Asset Allocation Under Regime Switching, Skew and Kurtosis Preferences

Timmermann, Allan G.; Guidolin, Massimo
  • 期刊名称SSRN Electronic Journal
  • 作者Timmermann, Allan G.; Guidolin, Massimo
  • 电子ISSN1556-5068
  • 文件大小785.88KB
  • 发表时间2007
  • DOI10.2139/ssrn.676023
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