Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets

Artikel › Journalartikel › 2018

Zitation

Petukhina, Alla; Wolfgang Karl Härdle; David Kuo Chuen Lee; Sergey Nasekin: Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets. In: Journal of asset management 19. (2018), S. 49-63.

ISSN

1470-8272, 1479-179X

Link

https://doi.org/10.1057/s41260-017-0060-9

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