Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations

Autor:	Sleire, Anders Daasvand, Støve, Bård, Otneim, Håkon, Berentsen, Geir Drage, Tjøstheim, Dag Bjarne, Haugen, Sverre Hauso
Databáze:	NORA (Norwegian Open Research Archive)
Externí odkaz:	https://hdl.handle.net/11250/3158280 Zobrazit plný text záznamu