Is Regime Switching in Stock Returns Important in Portfolio Decisions?
Year of publication: |
2010
|
---|---|
Authors: | Tu, Jun |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 56.2010, 7, p. 1198-1215
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | investments | regime switching | model uncertainty | parameter uncertainty | Bayesian analysis |
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