Content-type: text/application/x-research-info-systems

TY  - JOUR
AU  - Paolo Natale, Francesco
TI  - Optimisation in the presence of tail-dependence and tail risk: A heuristic approach for strategic asset allocation
JA  - J of Asset Manag
PY  - 0000///print
VL  - 8
IS  - 6
SP  - 374
EP  - 400
PB  - Palgrave Macmillan Ltd
SN  - 1470-8272
UR  - http://dx.doi.org/10.1057/palgrave.jam.2250083
ER  -