International Portfolio Formation, Skewness & the Role of Gold

Brian M. Lucey ()

Frontiers in Finance and Economics, 2006, vol. 3, issue 1, pages 49-68

Keywords: portfolio allocation; skewness; gold (search for similar items in EconPapers)
JEL-codes: C61 G11 (search for similar items in EconPapers)
Date: 2006
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Working Paper: International Portfolio Formation, Skewness & the Role of Gold (2005)
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