Optimal portfolio strategies in the presence of regimes in asset returns
Carlos Heitor Campani, René Garcia, Marcelo Lewin
| Year of publication: |
2021
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|---|---|
| Authors: | Campani, Carlos Heitor ; Garcia, René ; Lewin, Marcelo |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 123.2021, p. 1-17
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| Subject: | Dynamic asset allocation | Stochastic differential utility | Consumption and portfolio optimal strategies | Regime switching economy | Predictability | Large and small caps | Size effects | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Kapitalanlage | Financial investment | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2020.106030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012662395