Asset allocation under multivariate regime switching (Q1027430)
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scientific article; zbMATH DE number 5573616
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset allocation under multivariate regime switching |
scientific article; zbMATH DE number 5573616 |
Statements
Asset allocation under multivariate regime switching (English)
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1 July 2009
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regime switching
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portfolio choice
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predictability
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0.9466135
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0.93486214
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0.93313164
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0.91336125
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0.9121327
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0.8948968
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0.8910974
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