@article{portfolioallocationunderasymmetric,
  title = {Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations},
  author = {Anders D. Sleire and Bård Støve and Håkon Otneim and Geir Drage Berentsen and Dag Tjøstheim and Sverre Hauso Haugen},
  year = {2021},
  eprint = {2106.12425},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2106.12425v1},
}