International portfolio diversification, skewness and the role of gold
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ESC Lille
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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, 19
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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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Author's Homepage: http://people.tcd.ie/blucey
Publisher: ESC Lille
Type of material: Journal Article