Strategic asset allocation with switching dependence
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- repec:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2210-8 is not listed on IDEAS
- Hainaut, Donatien, 2014. "Impulse control of pension fund contributions, in a regime switching economy," European Journal of Operational Research, Elsevier, vol. 239(3), pages 810-819.
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More about this item
KeywordsCopula; Switching regime; C5;
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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