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subject:"Portfolio selection"
subject:"Risk"
~isPartOf:"Working paper"
~person:"An, Mark Yuying"
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An, Mark Yuying
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Can VAR models capture regime shifts in asset returns? : A long-horizon strategic asset allocation perspective
Guidolin, Massimo
;
Hyde, Stuart
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2010
Persistent link: https://www.econbiz.de/10003921737
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2
What tames the Celtic tiger? : Portfolio implications from a multivariate Markov switching model
Guidolin, Massimo
(
contributor
);
Hyde, Stuart
(
contributor
)
-
2008
-
Rev.
Persistent link: https://www.econbiz.de/10003739801
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3
Log-concave probability distributions : theory and statistical testing
An, Mark Yuying
-
1996
Persistent link: https://www.econbiz.de/10000937936
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