Allocation to industry portfolios under Markov switching returns
Year of publication: |
2013
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Authors: | Tudor, Deniz Kebabci |
Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 30.2013, 4, p. 317-346
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Subject: | asset allocation | Bayesian analysis | Markov switching models | parameter uncertainty | Gibbs sampling | regime switching | optimal asset allocation | Theorie | Theory | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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