"Dynamic asset allocation with asset-specific regime forecasts."

Yizhan Shu, Chenyu Yu, John M. Mulvey (2025)

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DOI: 10.1007/S10479-024-06266-0

access: closed

type: Journal Article

metadata version: 2025-05-01

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Yizhan Shu, Chenyu Yu, John M. Mulvey:
Dynamic asset allocation with asset-specific regime forecasts. Ann. Oper. Res. 346(1): 285-318 (2025)

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