Online Appendix for "Portfolio Management under Multiple Regimes: Strategies that Outperform the Market"

This file is the appendix of article "Portfolio Management under Multiple Regimes: Strategies that Outperform the Market". Here, we present in Portuguese the mathematical procedures to set up the model we applied following Campani, Garcia e Lewin (2020). This information allows the researcher to reproduce the model, and our research objective is to open field for a broader application of regime swithing models in asset allocation worldwide.