Search Results for author: Yizhan Shu

Found 1 papers, 0 papers with code

Regime-Aware Asset Allocation: a Statistical Jump Model Approach

no code implementations7 Feb 2024 Yizhan Shu, Chenyu Yu, John M. Mulvey

This article investigates the impact of regime switching on asset allocation decisions, with a primary focus on comparing different regime identification models.

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