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~isPartOf:"Manchester Business School Working Paper"
~subject:"Strategic Asset Allocation"
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Linear
predictability
vs. bull and bear market models in strategic asset allocation decisions: Evidence from UK data
Guidolin, Massimo
;
Hyde, Stuart
-
2012
Most papers in the portfolio choice literature have examined linear
predictability
frameworks based on the idea that …
Persistent link: https://www.econbiz.de/10010409436
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