Asymmetric Risk and International Portfolio Choice
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Cited by:
- Zhichao Zhang & Li Ding & Fan Zhang & Zhuang Zhang, 2015. "Optimal Currency Composition for China's Foreign Reserves: A Copula Approach," The World Economy, Wiley Blackwell, vol. 38(12), pages 1947-1965, December.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2005-08-13 (Corporate Finance)
- NEP-FMK-2005-08-13 (Financial Markets)
- NEP-RMG-2005-08-13 (Risk Management)
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