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On the out-of-sample importance of skewness and asymetric dependence for asset allocation / by Andrew J. Patton.
Lippincott Library HG4661 .P38 2003
Available
- Format:
- Book
- Author/Creator:
- Patton, Andrew J. (Andrew John), 1976-
- 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
- Language:
- English
- Subjects (All):
- Stocks--Rate of return--Mathematical models.
- Stocks.
- Stocks--Rate of return.
- Mathematical models.
- Asset allocation--Mathematical models.
- Asset allocation.
- Physical Description:
- 41 pages ; 21 cm.
- Place of Publication:
- London : London School of Economics and Political Science, 2003.
- Notes:
- "IAM Programme in Hedge Fund Management".
- On cover: Financial Markets Group ; STICERD.
- Includes bibliographical references.
- OCLC:
- 53200018
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