International asset allocation with regime switching : evidence from the ETFs
Pan Jiang (Institute for Financial Studies, Fudan University), Qingfu Liu (Institute for Financial Studies, Fudan University), Yiuman Tse (College of Business Administration, University of Missouri – St. Louis)
| Year of publication: |
October 2015
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|---|---|
| Authors: | Jiang, Pan ; Liu, Qingfu ; Tse, Yiuman |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 44.2015, 5, p. 661-687
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| Subject: | Asset allocation | International ETF | Markov regime switching | Portfolio-Management | Portfolio selection | Indexderivat | Index derivative | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Großbritannien | United Kingdom | Anlageverhalten | Behavioural finance | Volatilität | Volatility | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ajfs.12109 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011470997