Dynamic asset allocation with multiple regime‐switching markets

International Journal of Finance & Economics ◽

10.1002/ijfe.2504 ◽

2021 ◽

Author(s):

Jianmin Shi

Keyword(s):

Asset Allocation ◽

Regime Switching ◽

Dynamic Asset Allocation

Download Full-text

Dynamic asset allocation for varied financial markets under regime switching framework

European Journal of Operational Research ◽

10.1016/j.ejor.2013.03.032 ◽

2014 ◽

Vol 234 (2) ◽

pp. 450-458 ◽

Cited By ~ 43

Author(s):

Geum Il Bae ◽

Woo Chang Kim ◽

John M. Mulvey

Keyword(s):

Financial Markets ◽

Asset Allocation ◽

Regime Switching ◽

Dynamic Asset Allocation

Download Full-text

Dynamic Asset Allocation under Regime Switching Predictability and Parameter Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.2165029 ◽

2012 ◽

Cited By ~ 1

Author(s):

Huy Thanh Vo ◽

Raimond Maurer

Keyword(s):

Asset Allocation ◽

Parameter Uncertainty ◽

Regime Switching ◽

Dynamic Asset Allocation

Download Full-text

Dynamic Asset Allocation

ICFA Continuing Education Series ◽

10.2469/cp.v1987.n1.12 ◽

1987 ◽

Vol 1987 (1) ◽

pp. 82-85, 93

Author(s):

H. Gifford Fong

Keyword(s):

Asset Allocation ◽

Dynamic Asset Allocation

Download Full-text

The Power of Dynamic Asset Allocation

CFA Digest ◽

10.2469/dig.v44.n9.24 ◽

2014 ◽

Vol 44 (9) ◽

Author(s):

Neeti Goyal

Keyword(s):

Asset Allocation ◽

Dynamic Asset Allocation

Download Full-text

Dynamic Asset Allocation for Stocks, Bonds, and Cash

CFA Digest ◽

10.2469/dig.v34.n1.1432 ◽

2004 ◽

Vol 34 (1) ◽

pp. 69-70

Author(s):

Brian A. Maris

Keyword(s):

Asset Allocation ◽

Dynamic Asset Allocation

Download Full-text

A combined regime-switching and Black–Litterman model for optimal asset allocation

The Journal of Investment Strategies ◽

10.21314/jois.2015.052 ◽

2015 ◽

Vol 4 (3) ◽

pp. 1-36

Author(s):

Edwin O. Fischer ◽

Michael Murg

Keyword(s):

Asset Allocation ◽

Regime Switching

Download Full-text

Infrastructure Investments: New Evidence from Dynamic Asset Allocation

SSRN Electronic Journal ◽

10.2139/ssrn.1903662 ◽

2011 ◽

Author(s):

Tobias Dechant ◽

Konrad Finkenzeller

Keyword(s):

Asset Allocation ◽

Dynamic Asset Allocation ◽

Infrastructure Investments ◽

New Evidence

Download Full-text

Dynamic Asset Allocation with Learning

SSRN Electronic Journal ◽

10.2139/ssrn.1966665 ◽

2011 ◽

Author(s):

Jerry Tsai

Keyword(s):

Asset Allocation ◽

Dynamic Asset Allocation

Download Full-text

Target-Seeking Portfolio Decompositions and Dynamic Asset Allocation

SSRN Electronic Journal ◽

10.2139/ssrn.2223788 ◽

2013 ◽

Author(s):

Xin Xu

Keyword(s):

Asset Allocation ◽

Dynamic Asset Allocation

Download Full-text

Dynamic Asset Allocation Under VAR Constraint with Stochastic Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.2324172 ◽

2008 ◽

Author(s):

Donatien Hainaut

Keyword(s):

Interest Rates ◽

Asset Allocation ◽

Stochastic Interest Rates ◽

Dynamic Asset Allocation ◽

Stochastic Interest

Download Full-text