Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation
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Published:2023-06
Issue:
Volume:54
Page:103797
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ISSN:1544-6123
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Container-title:Finance Research Letters
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language:en
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Short-container-title:Finance Research Letters
Author:
Braga Maria DeboraORCID,
Nava Consuelo RubinaORCID,
Zoia Maria Grazia
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