Output details

16 - Architecture, Built Environment and Planning

Output 20 of 146 in the submission

Article title

Asymmetric dependence between domestic equity indices and its effect on portfolio construction.

Type

D - Journal article

DOI

Title of journal

The Australian Actuarial Journal

Article number

Volume number

Issue number

First page of article

143

ISSN of journal

1442-3065

Year of publication

2009

URL

Number of additional authors

Additional information

Paper won the A M Parker prize for best paper, 2011, awarded by Institute of Actuaries, Australia.

Interdisciplinary

Cross-referral requested

Research group

None

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract