The Economic Value of Distributional Timing
Author:
Publisher
Elsevier BV
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1. Australian Bond Excess Returns: An Asset Allocation Perspective;Australian Economic Papers;2017-01-20
2. Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective;Review of Financial Studies;2012-07-17
3. Market Timing with Option-Implied Distributions: A Forward-Looking Approach;SSRN Electronic Journal;2011
4. Multivariate location–scale mixtures of normals and mean–variance–skewness portfolio allocation;Journal of Econometrics;2009-12
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