Asset allocation under multivariate regime switching (Q1027430): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1327873 |
Changed an Item |
||
| Property / author | |||
| Property / author: Allan G. Timmermann / rank | |||
Normal rank | |||
Revision as of 15:23, 27 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset allocation under multivariate regime switching |
scientific article |
Statements
Asset allocation under multivariate regime switching (English)
0 references
1 July 2009
0 references
regime switching
0 references
portfolio choice
0 references
predictability
0 references
