Is Regime Switching in Stock Returns Important in Portfolio Decisions?
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Publication:3117302
DOI10.1287/mnsc.1100.1181zbMath1232.91638OpenAlexW2031308451MaRDI QIDQ3117302
Publication date: 27 February 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/lkcsb_research/4736
Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)
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