Regime switching based portfolio selection for pension funds
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 31 (2007)
Issue (Month): 8 (August)
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Web page: http://www.elsevier.com/locate/jbf
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- Immanuel Seidl, 2012. "Markowitz versus Regime Switching: An Empirical Approach," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 4(1), pages 033-043, June.
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