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Original Articles

Diversification across mutual funds in a three-moment world

Pages 243-245 | Published online: 07 Oct 2010

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David Moreno & Rosa Rodríguez. (2013) Optimal diversification across mutual funds. Applied Financial Economics 23:2, pages 119-122.
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ChristineW. Lai & Tsung-Chyan Lai. (2009) Analysing the c-minus-age strategy for life-cycle investing. Applied Economics Letters 16:7, pages 711-718.
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C. James Hueng & Ruey Yau. (2006) Investor preferences and portfolio selection: is diversification an appropriate strategy?. Quantitative Finance 6:3, pages 255-271.
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Articles from other publishers (8)

Rand Kwong Yew Low, Jamie Alcock, Robert Faff & Timothy Brailsford. 2018. Asymmetric Dependence in Finance. Asymmetric Dependence in Finance 263 289 .
Juan C. Reboredo & Andrea Ugolini. (2015) Downside/upside price spillovers between precious metals: A vine copula approach. The North American Journal of Economics and Finance 34, pages 84-102.
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Rupak Bhattacharyya, Sheikh Ahmed Hossain & Samarjit Kar. (2014) Fuzzy cross-entropy, mean, variance, skewness models for portfolio selection. Journal of King Saud University - Computer and Information Sciences 26:1, pages 79-87.
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Rand Kwong Yew Low, Jamie Alcock, Robert Faff & Timothy Brailsford. (2013) Canonical vine copulas in the context of modern portfolio management: Are they worth it?. Journal of Banking & Finance 37:8, pages 3085-3099.
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Leyuan You & Duong Nguyen. (2013) Higher order moment risk in efficient futures portfolios. Journal of Economics and Business 65, pages 33-54.
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Ilhan Usta & Yeliz Mert Kantar. (2011) Mean-Variance-Skewness-Entropy Measures: A Multi-Objective Approach for Portfolio Selection. Entropy 13:1, pages 117-133.
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K. Pendaraki & C. Zopounidis. (2003) Evaluation of equity mutual funds’ performance using a multicriteria methodology. Operational Research 3:1, pages 69-90.
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Junhua Lu. (2009) How Much is Enough? Diversification across Mutual Funds. SSRN Electronic Journal.
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