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Markov-switching Asset Allocation: Do Profitable Strategies Exist?
Bulla, Jan, (2010)
Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques
Mergner, Sascha, (2005)
Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques
Mergner, Sascha, (2008)