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