International Portfolio Formation, Skewness & the Role of Gold

Brian M Lucey, Valerio Poti, Edel Tully ()
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Brian M Lucey, Valerio Poti, Edel Tully: University of Dublin
Authors registered in the RePEc Author Service: Valerio Potì and Brian M. Lucey

Frontiers in Finance and Economics, 2006, vol. 3, issue 1, 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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