مرکز منطقه ای اطلاع رساني علوم و فناوري - Asset allocation under multivariate regime switching

Title of article :

Asset allocation under multivariate regime switching

Author/Authors :

Massimo Guidolin، نويسنده , , Allan Timmermann، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

3503

To page :

3544

Keywords :

Portfolio choice , predictability , Regime switching

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2007

Journal title :

Journal of Economic Dynamics and Control

Record number :

239118

Link To Document :