The authors would like to thank Robert Webb and participants of the 2007 China International Conference in Finance in Chengdu, China; Jukka Sihvonen and participants of the 2007 Midwest Finance Association meetings in Minneapolis; participants of the 2007 Financial Management Meetings in Orlando; and a referee of this journal, for their comments and suggestions. We would especially like to thank Lou Ederington, who made a number of important suggestions that significantly improved the focus of this paper.
Using Four-Moment Tail Risk to Examine Financial and Commodity Instrument Diversification
Article first published online: 11 OCT 2010
© 2010, The Eastern Finance Association
Volume 45, Issue 4, pages 1101–1123, November 2010
How to Cite
You, L. and Daigler, R. T. (2010), Using Four-Moment Tail Risk to Examine Financial and Commodity Instrument Diversification. Financial Review, 45: 1101–1123. doi: 10.1111/j.1540-6288.2010.00287.x
- Issue published online: 11 OCT 2010
- Article first published online: 11 OCT 2010
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