Franklin

On the out-of-sample importance of skewness and asymetric [sic] dependence for asset allocation / by Andrew J. Patton.

Author/Creator:
Patton, Andrew J. (Andrew John), 1976-
Publication:
London : London School of Economics and Political Science, 2003.
Format/Description:
Book
41 p. ; 21 cm.
Series:
LSE Financial Markets Group discussion paper series ; no. 431.
LSE Financial Markets Group discussion paper series. IAM paper ; 001.
LSE Financial Markets Group discussion paper series, 0956-8549 ; no. 431. IAM paper ; 001
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Details

Subjects:
Stocks -- Rate of return -- Mathematical models.
Asset allocation -- Mathematical models.
Notes:
"IAM Programme in Hedge Fund Management".
On cover: Financial Markets Group ; STICERD.
Includes bibliographical references.
Contributor:
Suntory and Toyota International Centres for Economics and Related Disciplines.
London School of Economics and Political Science. Financial Markets Group.
OCLC:
53200018