Online Appendix for "Portfolio Management under Multiple Regimes: Strategies that Outperform the Market" published by RAC-Revista de Administração Contemporânea
收藏Mendeley Data2020-02-19 更新2026-04-09 收录
下载链接：
https://data.mendeley.com/datasets/y92sbjt6k4/2
下载链接
链接失效反馈官方服务：
资源简介：
This file is the appendix of article "Portfolio Management under Multiple Regimes: Strategies that Outperform the Market" from Lewin and Campani (2020). Here, we present in Portuguese the mathematical procedures to set up the applied model following Campani, Garcia and Lewin (2020). This information allows the researcher to reproduce the model. Our research objective is to open field for a broader application of regime swithing models in asset allocation worldwide.
创建时间：
2020-02-19
