International Portfolio Allocation: The Role of Conditional Higher Moments

SSRN Electronic Journal ◽

10.2139/ssrn.3509436 ◽

2019 ◽

Author(s):

Trung Le

Keyword(s):

Portfolio Allocation ◽

Higher Moments ◽

International Portfolio

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International portfolio allocation: The role of conditional higher moments

International Review of Economics & Finance ◽

10.1016/j.iref.2020.09.005 ◽

2020 ◽

Author(s):

Trung H. Le

Keyword(s):

Portfolio Allocation ◽

Higher Moments ◽

International Portfolio

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Real Exchange Rate Mean Reversion and International Portfolio Allocation

SSRN Electronic Journal ◽

10.2139/ssrn.967416 ◽

2007 ◽

Author(s):

Marco Airaudo ◽

Marcos Buscaglia

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Mean Reversion ◽

Portfolio Allocation ◽

International Portfolio

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The Role of Private and Public Real Estate in Pension Plan Portfolio Allocation Choices

Journal of Real Estate Portfolio Management ◽

10.1080/10835547.2001.12089630 ◽

2001 ◽

Vol 7 (1) ◽

pp. 17-23 ◽

Cited By ~ 14

Author(s):

Timothy Craft

Keyword(s):

Real Estate ◽

Pension Plan ◽

Portfolio Allocation ◽

Private And Public

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Asset Allocation with Subsistence: The Role of Returns' Higher Moments

SSRN Electronic Journal ◽

10.2139/ssrn.1517929 ◽

2009 ◽

Cited By ~ 1

Author(s):

David Morton ◽

Ivilina Popova

Keyword(s):

Asset Allocation ◽

Higher Moments

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Biases in international portfolio allocation and investor protection standards

International Review of Financial Analysis ◽

10.1016/j.irfa.2017.08.005 ◽

2017 ◽

Vol 53 ◽

pp. 66-79 ◽

Cited By ~ 3

Author(s):

Frank O. Kwabi ◽

Chandra Thapa ◽

Krishna Paudyal ◽

Emmanuel Adegbite

Keyword(s):

Investor Protection ◽

Portfolio Allocation ◽

International Portfolio

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The role of stochastic volatility and return jumps: reproducing volatility and higher moments in the KOSPI 200 returns dynamics

Review of Quantitative Finance and Accounting ◽

10.1007/s11156-007-0022-2 ◽

2007 ◽

Vol 29 (1) ◽

pp. 69-110 ◽

Cited By ~ 9

Author(s):

In Joon Kim ◽

In-Seok Baek ◽

Jaesun Noh ◽

Sol Kim

Keyword(s):

Stochastic Volatility ◽

Higher Moments

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Hedge Fund Portfolio Allocation with Higher Moments and MVG Models

Advances in Financial Risk Management ◽

10.1057/9781137025098_14 ◽

2013 ◽

pp. 331-346 ◽

Cited By ~ 4

Author(s):

Asmerilda Hitaj ◽

Lorenzo Mercuri

Keyword(s):

Hedge Fund ◽

Portfolio Allocation ◽

Higher Moments ◽

Fund Portfolio

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Optimal portfolio allocation with higher moments

Annals of Finance ◽

10.1007/s10436-007-0071-5 ◽

2007 ◽

Vol 4 (1) ◽

pp. 1-28 ◽

Cited By ~ 56

Author(s):

Jakša Cvitanić ◽

Vassilis Polimenis ◽

Fernando Zapatero

Keyword(s):

Portfolio Allocation ◽

Optimal Portfolio ◽

Higher Moments

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The Role of Real Estate in the Portfolio Allocation Process

Real Estate Economics ◽

10.1111/1540-6229.00695 ◽

1996 ◽

Vol 24 (3) ◽

pp. 359-377 ◽

Cited By ~ 62

Author(s):

Jarl G. Kallberg ◽

Crocker H. Liu ◽

D. Wylie Greig

Keyword(s):

Real Estate ◽

Portfolio Allocation ◽

Allocation Process

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The Role of Medical Expenditure Risk in Portfolio Allocation Decisions

Health Economics ◽

10.1002/hec.3437 ◽

2016 ◽

Vol 26 (11) ◽

pp. 1447-1458 ◽

Cited By ~ 7

Author(s):

Padmaja Ayyagari ◽

Daifeng He

Keyword(s):

Portfolio Allocation ◽

Medical Expenditure ◽

Allocation Decisions

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