“The Impact of Skewness and Fat Tails on the Asset Allocation Decision”: Author Response

1 May 2012 Financial Analysts Journal Volume 68, Issue 3

Thomas M. Idzorek, CFA and James X. Xiong, CFA

This material comments on “The Impact of Skewness and Fat Tails on the
Asset Allocation Decision”.

Publisher Information

CFA Institute 3 pages doi.org/10.2469/faj.v68.n3.10 ISSN/ISBN: 0015-198X