Optimal portfolio strategies in the presence of regimes in asset returns

Journal of Banking & Finance, Volume 123, February 2021

Author(s):

Carlos Heitor Campani

COPPEAD Graduate School of Business (Federal University of Rio de Janeiro), Brazil
Research Associate at Edhec-Risk Institute

René Garcia

Université de Montréal, Canada

Marcelo Lewin

COPPEAD Graduate School of Business (Federal University of Rio de Janeiro), Brazil

Journal of Banking & Finance, Volume 123, February 2021

Type: Academic publication
Date: le 01/02/2021
Research Cluster : Finance
Source : Journal of Banking & Finance

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