Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey (Q3295717)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey |
scientific article |
Statements
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey (English)
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10 July 2020
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Markov switching
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regimes
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risk-return trade-off
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volatility feedback
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no arbitrage pricing
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price of regime risk
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