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equity portfolio diversification that substantial differences exist between bull and bear regime-specific frontiers, both in …-Variance Optimization ; Asset Allocation ; International Portfolio Diversification. …
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equity portfolio diversification that substantial differences exist between bull and bear regime-specific frontiers, both in …
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equity portfolio diversification that substantial differences exist between bull and bear regime-specific frontiers, both in …
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A recent literature has shown that REIT returns contain strong evidence of bull and bear dynamic regimes that may be best captured using nonlinear econometric models of the Markov switching type. In fact, REIT returns would display regime shifts that are more abrupt and persistent than in the...
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