Pages that link to "Item:Q1927136"

The following pages link to Simple VARs cannot approximate Markov switching asset allocation decisions: an out-of-sample assessment (Q1927136):

Displaying 3 items.

• Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
• Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
• Portfolio selection in a data-rich environment (Q1994213) (← links)