Asset allocation under multivariate regime switching (Q1027430): Difference between revisions

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+Risk sensitive asset allocation
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+Normal rank
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+Strategic asset allocation
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+Multifrequency jump-diffusions: An equilibrium approach
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+Consumption and Portfolio Decisions when Expected Returns are Time Varying
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+Term structure of risk under alternative econometric specifications
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Optimal portfolio choice for unobservable and regime-switching mean returns
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+Moments of Markov switching models
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+Normal rank