Is regime switching in stock returns important in portfolio decisions? (Q3117302)
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scientific article; zbMATH DE number 6009383
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| English | Is regime switching in stock returns important in portfolio decisions? |
scientific article; zbMATH DE number 6009383 |
Statements
Is Regime Switching in Stock Returns Important in Portfolio Decisions? (English)
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27 February 2012
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investments
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regime switching model
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uncertainty parameter
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uncertainty Bayesian analysis
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0.799979031085968
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0.7821703553199768
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0.7809192538261414
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0.7566595673561096
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0.7504754662513733
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