Timing the value style index in a Markov regime-switching model
Hany Guirguis, Ted Theodore and Michael Suen
| Year of publication: |
2012
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|---|---|
| Authors: | Guirguis, Hany ; Theodore, Ted ; Suen, Michael |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 24951808. - Vol. 10.2012, 1, p. 52-64
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010048627