Dynamic Allocation or Diversification: A Regime- Based Approach to Multiple Assets

著录项

• 来源
  《The Journal of Portfolio Management》 |2018年第springappa期|52-56|共5页
• 作者

  Nystrup Peter; Hansen Bo William; Larsen Henrik Olejasz; Madsen Henrik; Lindstrom Erik;

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• 作者单位

  Sampension, Hellerup, Denmark;

  Sampension, Investment Anal, Hellerup, Denmark;

  Sampension, Hellerup, Denmark;

  Tech Univ Denmark, Dept Appl Math & Comp Sci, Sect Dynam Syst, Lyngby, Denmark;

  Lund Univ, Ctr Math Sci, Lund, Sweden;

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• 原文格式 PDF
• 正文语种 eng
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• 关键词