International Asset Allocation under Regime Switching, Skew and Kurtosis Preferences

Mapping Intimacies ◽

10.20955/wp.2005.034 ◽

2005 ◽

Cited By ~ 37

Author(s):

Massimo Guidolin ◽

Allan Timmermann

Keyword(s):

Asset Allocation ◽

Regime Switching ◽

International Asset Allocation

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International Asset Allocation with Regime Switching: Evidence from the ETFs

Asia-Pacific Journal of Financial Studies ◽

10.1111/ajfs.12109 ◽

2015 ◽

Vol 44 (5) ◽

pp. 661-687 ◽

Cited By ~ 1

Author(s):

Pan Jiang ◽

Qingfu Liu ◽

Yiuman Tse

Keyword(s):

Asset Allocation ◽

Regime Switching ◽

International Asset Allocation

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International Asset Allocation Under Regime Switching, Skew and Kurtosis Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.676023 ◽

2007 ◽

Cited By ~ 1

Author(s):

Allan G. Timmermann ◽

Massimo Guidolin

Keyword(s):

Asset Allocation ◽

Regime Switching ◽

International Asset Allocation

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International Asset Allocation Under Generalized Disappointment Aversion and Regime-Switching

SSRN Electronic Journal ◽

10.2139/ssrn.1101657 ◽

2008 ◽

Author(s):

Joni Kokkonen

Keyword(s):

Asset Allocation ◽

Regime Switching ◽

Disappointment Aversion ◽

International Asset Allocation

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International asset allocation under regime switching, skew, and kurtosis preferences

Review of Financial Studies ◽

10.1093/rfs/hhn006 ◽

2008 ◽

Vol 21 (2) ◽

pp. 889-935 ◽

Cited By ~ 207

Author(s):

Massimo Guidolin ◽

Allan Timmermann

Keyword(s):

Asset Allocation ◽

Regime Switching ◽

International Asset Allocation

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International Asset Allocation Under Generalized Disappointment Aversion and Regime-Switching

SSRN Electronic Journal ◽

10.2139/ssrn.1342793 ◽

2009 ◽

Author(s):

Joni Kokkonen

Keyword(s):

Asset Allocation ◽

Regime Switching ◽

Disappointment Aversion ◽

International Asset Allocation

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Recent Developments in International Asset Allocation and Currency Risk Management

CFA Digest ◽

10.2469/dig.v29.n1.421 ◽

1999 ◽

Vol 29 (1) ◽

pp. 53-54

Author(s):

William H. Sackley

Keyword(s):

Risk Management ◽

Asset Allocation ◽

Currency Risk ◽

Recent Developments ◽

International Asset Allocation

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A combined regime-switching and Black–Litterman model for optimal asset allocation

The Journal of Investment Strategies ◽

10.21314/jois.2015.052 ◽

2015 ◽

Vol 4 (3) ◽

pp. 1-36

Author(s):

Edwin O. Fischer ◽

Michael Murg

Keyword(s):

Asset Allocation ◽

Regime Switching

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Cultural Influences on Domestic and Foreign Bias in International Asset Allocation

SSRN Electronic Journal ◽

10.2139/ssrn.2298992 ◽

2013 ◽

Author(s):

Helena Kleinert

Keyword(s):

Asset Allocation ◽

Cultural Influences ◽

International Asset Allocation

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International asset allocation with time varying risk: an analysis and implementation

Japan and the World Economy ◽

10.1016/0922-1425(94)90034-5 ◽

1994 ◽

Vol 6 (1) ◽

pp. 1-25 ◽

Cited By ~ 5

Author(s):

Robert Cumby ◽

Stephen Figlewski ◽

Joel Hasbrouck

Keyword(s):

Asset Allocation ◽

Time Varying ◽

International Asset Allocation

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Market Integration and International Asset Allocation

SSRN Electronic Journal ◽

10.2139/ssrn.384403 ◽

2003 ◽

Author(s):

Nuno G. Fernandes

Keyword(s):

Asset Allocation ◽

Market Integration ◽

International Asset Allocation

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