The effect of market regimes on style allocation
Year of publication: |
2006
|
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Authors: | Ammann, Manuel ; Verhofen, Michael |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 20.2006, 3, p. 309-337
|
Subject: | Aktie | Share | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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