Regime-based versus static asset allocation : letting the data speak
| Year of publication: |
2015
|
|---|---|
| Authors: | Nystrup, Peter ; Hansen, Bo William ; Madsen, Henrik ; Lindström, Erik |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 42.2015, 1, p. 103-109
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
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