The Impact of Skewness and Fat Tails on the Asset Allocation Decision

By James X. Xiong, Thomas M. Idzorek. 2011

110 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/fdaa9e8709c6129b7939e2b2d64de90dad5b737f