Investor preferences and portfolio selection: is diversification an appropriate strategy?
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Publication:5484650
DOI10.1080/14697680600680134zbMATH Open1136.91443OpenAlexW2153059895MaRDI QIDQ5484650FDOQ5484650
Authors: C. James Hueng, Ruey Yau 
Publication date: 21 August 2006
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680600680134
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Cites Work
- Generalized method of moments specification testing
- ARCH modeling in finance. A review of the theory and empirical evidence
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Financial data and the skewed generalized \(t\) distribution
- SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION
- Automatic Lag Selection in Covariance Matrix Estimation
- Autoregressive Conditional Density Estimation
- Term structure of risk under alternative econometric specifications
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