International asset allocation under regime switching, skew, and kurtosis preferences-Reference-Cited by-同舟云学术

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International asset allocation under regime switching, skew, and kurtosis preferences

Published:2008-02-20 Issue:2 Volume:21 Page:889-935
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Guidolin Massimo,Timmermann Allan

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/21/2/889/5373005/hhn006.pdf

Reference64 articles.

1. International Asset Allocation With Regime Shifts

2. Asymmetric correlations of equity portfolios

3. The International Diversification Puzzle Is Worse Than You Think;Baxter;American Economic Review,1997

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