The Effect of Market Regimes on Style Allocation
| Year of publication: |
2006
|
|---|---|
| Authors: | Ammann, Manuel ; Verhofen, Michael |
| Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 20.2006, 3, p. 309-337
|
| Publisher: |
Springer |
| Subject: | Regime switching | Style investing | Markov Chain Monte Carlo | Tactical asset allocation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005684846