THE TIMING OF PORTFOLIO ADJUSTMENTS: A REGIME-SWITCHING APPROACH
Year of publication: |
2012
|
---|---|
Authors: | FAN, GUOBIN ; ZENG, YONG |
Published in: |
International Journal of Information Technology & Decision Making (IJITDM). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6845. - Vol. 11.2012, 05, p. 909-933
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Copula function | Markov switching | portfolio adjustment |
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