The Effect of Market Regimes on Style Allocation

Manuel Ammann and Michael Verhofen ()

Financial Markets and Portfolio Management, 2006, vol. 20, issue 3, pages 309-337

Keywords: Regime switching; Style investing; Markov Chain Monte Carlo; Tactical asset allocation; G11; G12; G14 (search for similar items in EconPapers)
Date: 2006
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