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Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry

Additional information

Authors
Ghysels E., Plazzi A., Valkanov R.
Type
Journal Article
Year
2016
Language
English
Journal
Journal of Finance
Volume
71
Number
5
Start page number
2145
End page number
2192
Keywords
Skewness, Emerging Markets, Asymmetry, Portfolio Choice