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~isPartOf:"Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society"
~person:"Pereira, Pedro L. Valls"
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Asset allocation with Markovian regime switching : efficient frontier and tangent portfolio with regime switching
Oliveira, André Barbosa
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012129068
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