Publication:3094203
From MaRDI portal
zbMath1226.91068MaRDI QIDQ3094203
Yonggan Zhao, Kuan Xu, Leonard C. MacLean, Ying Ma
Publication date: 21 October 2011
Full work available at URL: http://www.yokohamapublishers.jp/online2/oppjo/vol7/p281.html
portfolio optimization; Markov regime switching; factor risk; factor risk neutral; sector exchange traded fund