Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Zhou, Jian, 2016. "A high-frequency analysis of the interactions between REIT return and volatility," Economic Modelling, Elsevier, vol. 56(C), pages 102-108.
- Ormos, Mihály & Timotity, Dusán, 2016.
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- repec:eee:intfin:v:50:y:2017:i:c:p:1-12 is not listed on IDEAS
- repec:bor:bistre:v:17:y:2017:i:1:p:25-48 is not listed on IDEAS
- Lord Mensah, 2016. "Asset Allocation Brewed Accross African Stock Markets," Proceedings of Economics and Finance Conferences 3205757, International Institute of Social and Economic Sciences.
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KeywordsCovariance asymmetry; Mixed-asset portfolio; Economic value;
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