Work

Portfolio construction incorporating asymmetric dependence structures: a user's guide

Year: 2007

Type: article

Source: Accounting and Finance

DOI: 10.1111/j.1467-629x.2007.00219.x

Authors: Anthony Hatherley, Jamie Alcock

Institution: The University of Queensland

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2000073567

FWCI: 3.816

Cites: 58

Cited by: 34

Related to: 10