Title of article
Asset allocation under multivariate regime switching
Author/Authors
Massimo Guidolin، نويسنده , , Allan Timmermann، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
42
From page
3503
To page
3544
Keywords
Portfolio choice , predictability , Regime switching
Journal title
Journal of Economic Dynamics and Control
Serial Year
2007
Journal title
Journal of Economic Dynamics and Control
Record number
239118
Link To Document