Asset allocation under multivariate regime switching (Q1027430)

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Asset allocation under multivariate regime switching
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    title
    Asset allocation under multivariate regime switching (English)
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    author
    Massimo Guidolin
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    Allan G. Timmermann
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    publication date
    1 July 2009
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    zbMATH DE Number
    5573616
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    zbMATH Keywords
    regime switching
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    portfolio choice
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    predictability
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