Work

Optimal Portfolio Choice Under Regime Switching, Skew and Kurtosis Preferences

Year: 2003

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.406720

Authors: Allan Timmermann, Massimo Guidolin

Institutions: University of California San Diego, Centre for Economic Policy Research, University of Liverpool, Bocconi University

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: W3125095682

Cites: 46

Cited by: 32

Related to: 10