Dynamic Investment Strategy with Factor Models Under Regime Switches
Crossref DOI link: https://doi.org/10.1007/s10690-015-9200-8
Published Online: 2015-01-29
Published Print: 2015-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Komatsu, Takahiro
Makimoto, Naoki
Text and Data Mining valid from 2015-01-29