Timing and diversification: A state-dependent asset allocation approach
Year of publication: |
2006
|
---|---|
Authors: | Hess, Martin |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 12.2006, 3, p. 189-204
|
Publisher: |
Taylor & Francis Journals |
Subject: | Asymmetric stock return distribution | conditional asset pricing | dynamic diversification | Markov regime switching | timing |
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