Work

International Portfolio Formation, Skewness and the Role of Gold

Year: 2003

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.452482

Authors: Brian M. Lucey, Edel Tully

Institutions: Trinity College Dublin, Ho Chi Minh City University of Economics and Finance, Jiangxi University of Finance and Economics

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2101391007

Cites: 22

Cited by: 60

Related to: 10