Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data (Q5247932): Difference between revisions
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Latest revision as of 23:58, 9 July 2024
scientific article; zbMATH DE number 6431018
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data |
scientific article; zbMATH DE number 6431018 |
Statements
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data (English)
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27 April 2015
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predictability
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strategic asset allocation
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Markov switching
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vector autoregressive models
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out-of-sample performance
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