Dynamic asset allocation strategy : an economic regime approach
Year of publication: |
2023
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Authors: | Kim, Min Jeong ; Kwon, Dohyoung |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 24.2023, 2, p. 136-147
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Subject: | l1 trend filtering | Dynamic asset allocation strategy | Economic regimes | Portfolio-Management | Portfolio selection | Theorie | Theory |
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