A new approach to risk-return trade-off dynamics via decomposition (Q1656505)

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A new approach to risk-return trade-off dynamics via decomposition
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    A new approach to risk-return trade-off dynamics via decomposition (English)
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    10 August 2018
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    absolute return and sign
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    copulas
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    nonlinear dependence
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    return skewness and asymmetry
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    asset pricing
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    international financial markets
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