Cross-region and cross-sector asset allocation with regimes
Paul Dou; David R. Gallagher; David Schneider; Terry S. Walter
| Year of publication: |
2014
|
|---|---|
| Authors: | Dou, Paul ; Gallagher, David R. ; Schneider, David ; Walter, Terry S. |
| Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 852471-3. - Vol. 54.2014, 3, p. 809-846
|
| Subject: | Asset allocation | Markov switching | Regime switching | Sector rotation | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Theorie | Theory | Großbritannien | United Kingdom | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10011348083