International Asset Allocation under Regime Switching, Skew, and Kurtosis Preferences
Massimo Guidolin and Allan Timmermann
- 期刊名称The Review of Financial Studies
- 作者Massimo Guidolin and Allan Timmermann
- 卷第21卷
- 期第2期
- 印刷ISSN0893-9454
- 电子ISSN1465-7368
- 文件大小5308.35KB
- 发表时间2008-03
- DOI10.2307/40056838
- 页码889-935