A note on the performance of regime switching hedge strategy
Donald Lien
| Year of publication: |
2012
|
|---|---|
| Authors: | Lien, Da-hsiang Donald |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 4, p. 389-396
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| Subject: | Hedging | Theorie | Theory | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010218779