Markov-switching asset allocation : do profitable strategies exist?
Jan Bulla; Sascha Mergner; Ingo Bulla; André Sesboüé; Christophe Chesneau
| Year of publication: |
2011
|
|---|---|
| Authors: | Bulla, Jan ; Mergner, Sascha ; Bulla, Ingo ; Sesboüé, André ; Chesneau, Christophe |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 12.2011, 5, p. 310-321
|
| Subject: | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Performance-Messung | Performance measurement | Konjunktur | Business cycle | USA | United States | Japan | Deutschland | Germany | 1979-2011 |
| 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/10009377004