Asset allocation under regimes in European economies
Sebastien Berujon and Marcelo Lewin, Carlos Heitor Campani
| Year of publication: |
2024
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|---|---|
| Authors: | Berujon, Sebastien ; Lewin, Marcelo ; Campani, Carlos Heitor |
| Published in: |
International journal of accounting and finance. - Genève : Inderscience Enterprises, ISSN 1752-8232, ZDB-ID 2454253-2. - Vol. 12.2024, 1/2, p. 47-70
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| Subject: | analytical solutions | dynamic asset allocation | European stock market | portfolio strategies | regime switching models | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | EU-Staaten | EU countries | Europa | Europe | Theorie | Theory | Kapitaleinkommen | Capital income | Markov-Kette | Markov chain | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJAF.2024.143372 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015376411