Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5083717 | International Review of Economics & Finance | 2013 | 15 Pages |
Abstract
⺠Provide insights into predictability of the full stock and bond return distributions. ⺠Propose a quantile-copula approach for modelling joint return distributions ⺠Explore the implications of return distribution predictability on portfolio selection.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Min Zhu,