Asset Allocation with Regime-Switching: Discrete-Time Case

Publisher: Cambridge University Press

E-ISSN: 1783-1350|34|1|99-111

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.34, Iss.1, 2004-05, pp. : 99-111

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract