Optimal factor allocation with regime switching

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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
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	Kovachev, Kiril. (2020). Optimal factor allocation with regime switching. In Finance & Investments.http://hdl.handle.net/2105/51963

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