Work

Regime-Based Versus Static Asset Allocation: Letting the Data Speak

Year: 2015

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2015.42.1.103

Authors: Peter Nystrup, Bo William Hansen, Henrik Madsen, Erik Lindström

Institutions: Technical University of Denmark, Lund University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2198003245

FWCI: 6.125

Cites: 22

Cited by: 42

Related to: 10