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International Asset Allocation under Regime Switching, Skew, and Kurtosis Preferences

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
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