The research of D.P. was supported by a grant from the Babson Faculty Research Fund. The research of M.S. was supported by Singapore-MIT Alliance and NUS academic research grant R-314-000-068-122.
SKEWNESS-AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE
Version of Record online: 5 DEC 2010
© 2010 Wiley Periodicals, Inc.
Volume 22, Issue 2, pages 379–410, April 2012
How to Cite
Low, C., Pachamanova, D. and Sim, M. (2012), SKEWNESS-AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE. Mathematical Finance, 22: 379–410. doi: 10.1111/j.1467-9965.2010.00463.x
- Issue online: 10 FEB 2012
- Version of Record online: 5 DEC 2010
- Manuscript received January 2009; final revision received March 2010.
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