Dynamic asset allocation strategy using a state-dependent Markov model : applications to international equity markets
Year of publication: |
2022
|
---|---|
Authors: | Hematizadeh, Roksana ; Tajaddini, Reza ; Hallahan, Terrence |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 128.2022, p. 1-15
|
Subject: | Dynamic asset allocation | Financial crisis | International markets | State-dependent strategy | Transaction costs | Theorie | Theory | Portfolio-Management | Portfolio selection | Transaktionskosten | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Finanzkrise | Internationaler Finanzmarkt | International financial market |
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