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Regime Switching based Portfolio Selection for Pension Funds

Karl Frauendorfer, Ulrich Jacoby & Alvin Schwendener

abstract
   
type journal paper
   
keywords
   
language English
kind of paper journal article
date of appearance 2007
journal Journal of Banking and Finance
publisher Elsevier
ISSN 0378-4266
volume of journal 31
number of issue 8
page(s) 2265-2280
review double-blind review
   
citation Frauendorfer, K., Jacoby, U., & Schwendener, A. (2007). Regime Switching based Portfolio Selection for Pension Funds. Journal of Banking and Finance, 31(8), 2265-2280.