Strategic asset allocation with switching dependence
| Year of publication: |
2012
|
|---|---|
| Authors: | Hainaut, Donatien ; MacGilchrist, Renaud |
| Published in: |
Annals of Finance. - Springer. - Vol. 8.2012, 1, p. 75-96
|
| Publisher: |
Springer |
| Subject: | Copula | Switching regime |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010989106