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Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations
- Anders Daasvand Sleire
- Bård Støve
- Håkon Otneim
- Geir Drage Berentsen
- Dag Bjarne Tjøstheim
Publication details
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Journal:
Finance Research Letters, p. 1–9–8, Saturday 25. September 2021
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Publisher:
Academic Press
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Link: