Allocation to industry portfolios under Markov switching returns
Year of publication: |
2013
|
---|---|
Authors: | Tudor, Deniz Kebabci |
Published in: |
Studies in Economics and Finance. - Emerald Group Publishing. - Vol. 30.2013, September, 4, p. 317-317
|
Publisher: |
Emerald Group Publishing |
Subject: | Asset allocation | Bayesian analysis | Gibbs sampling | Markov switching models | Optimal asset allocation | Parameter uncertainty | Regime switching |
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