Additional Metadata
Keywords Varying, Factors, Regime, Markov, Asset allocation, Bull and bear, Betas
Thesis Advisor Jansen, Jeroen, Choi, Hoyong
Persistent URL hdl.handle.net/2105/44550
Series Finance & Investments
Citation
Simonis, Vivian. (2018, July 13). Varying risk factor betas across bull and bear markets using regime-switches. Finance & Investments. Retrieved from http://hdl.handle.net/2105/44550