Markov-switching asset allocation: Do profitable strategies exist?
Bulla, Jan, Mergner, Sascha, Bulla, Ingo, Sesboüé, André, Chesneau, ChristopheVolume:
12
Language:
english
Journal:
Journal of Asset Management
DOI:
10.1057/jam.2010.27
Date:
November, 2011
File:
PDF, 392 KB
english, 2011