International portfolio diversification, skewness and the role of gold
Citation:
B Lucey, E Tully and V Poti, International portfolio diversification, skewness and the role of gold, Frontiers in Finance and Economics, 2, 2, 2007, 10, 19Download Item:
Abstract:
The paper examines the optimal allocation of assets in well diversified equity based portfolio where the investor is concerned not only with mean and variance but also with the skewness of the returns.
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http://people.tcd.ie/bluceyDescription:
PUBLISHED
Author: LUCEY, BRIAN MICHAEL
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ESC LilleType of material:
Journal ArticleSeries/Report no:
Frontiers in Finance and Economics;2;
2;
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