Listagem FGV EESP - Textos para Discussão / Working Paper Series por Título "Asset allocation with Markovian regime switching: efficient frontier and tangent portfolio with regime switching"
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Asset allocation with Markovian regime switching: efficient frontier and tangent portfolio with regime switching
2018-03Asset allocation is important for diversifying risk and realizing gains in the financial market. It involves decisions taken under uncertainty based on statistical methods. Returns on financial assets generally present ...
