Additional Metadata
Keywords regime swtiching, size, low-volatility, bull, bear, value, momentum
Thesis Advisor Jansen, Jeroen, Hut, Xander
Persistent URL hdl.handle.net/2105/51963
Series Finance & Investments
Citation
Kovachev, Kiril. (2020, March 27). Optimal factor allocation with regime switching. Finance & Investments. Retrieved from http://hdl.handle.net/2105/51963