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Asset allocation under multivariate regime switching

2007402 citationsJournal Article

Authors

Massimo Guidolin · University of Manchester

Allan Timmermann · University of California, San Diego

Topics & Keywords

Financial Markets and Investment Strategies Corporate Finance and Governance Housing Market and Economics

Publication Details

Published in: Journal of Economic Dynamics and Control

Volume 31, Issue 11, pp. 3503-3544

DOI: 10.1016/j.jedc.2006.12.004

Field-Weighted Citation Impact: 23.36

Asset allocation under multivariate regime switching | Researchclopedia