Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/88187
Title: 

Forward-looking measures of higher-order dependencies with an application to portfolio selection

Authors: 
Brinkmann, Felix
Kempf, Alexander
Korn, Olaf
Year of Publication: 
2013
Series/Report no.: 
CFR Working Paper 13-08
Subjects: 
option-implied information
dependence measures
higher moments
portfolio selection
JEL: 
G11
G13
G17
Is replaced by the following version: 
Document Type: 
Working Paper

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