Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation
| Autor: | Braga, Maria Debora a, b, ⁎, Nava, Consuelo Rubina b, Zoia, Maria Grazia c |
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| Zdroj: | In Finance Research Letters June 2023 54 |
| Databáze: | ScienceDirect |
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