Markov-switching asset allocation : do profitable strategies exist?
Jan Bulla; Sascha Mergner; Ingo Bulla; André Sesboüé; Christophe Chesneau
| Year of publication: |
2011
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|---|---|
| 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 2209717X. - Vol. 12.2011, 5, p. 310-321
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009871117