Asset allocation under multivariate regime switching
Year of publication: |
2007
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Authors: | Guidolin, Massimo ; Timmermann, Allan |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 31.2007, 11, p. 3503-3544
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