Varying risk factor betas across bull and bear markets using regime-switches

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
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Simonis, Vivian. (2018). Varying risk factor betas across bull and bear markets using regime-switches. In Finance & Investments.http://hdl.handle.net/2105/44550

Publication