Dynamic Allocation or Diversification: A...

The Journal of Portfolio Management 2017 / 12 Vol. 44; Iss. 2

Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple Assets

Nystrup, Peter, Hansen, Bo William, Larsen, Henrik Olejasz, Madsen, Henrik, Lindström, Erik
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Volume:
44
Language:
english
Journal:
The Journal of Portfolio Management
DOI:
10.3905/jpm.2018.44.2.062
Date:
December, 2017
File:
PDF, 1.62 MB
english, 2017
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