Asset Allocation with Regime-Switching: Discrete-Time Case

Astin Bulletin 2004 / 05 Vol. 34; Iss. 1

Asset Allocation with Regime-Switching: Discrete-Time Case

Cheung, Ka Chun, Yang, Hailiang
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Volume:
34
Language:
english
Journal:
ASTIN Bulletin
DOI:
10.1017/s0515036100013908
Date:
May, 2004
File:
PDF, 135 KB
english, 2004
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