Asset allocation under multivariate regime switching :: Massimo Guidolin :: Manchester Business School 2006 :: OBNB, the Open British National Bibliography

Publication Data

Title Asset allocation under multivariate regime switching
Author Massimo Guidolin
Contributors Allan Timmermann, Manchester Business School
Publisher Manchester Business School
Publication date 2006
Publication location Manchester
Language English

Descriptive Notes

Title from PDF title page (viewed on 9 Jul., 2010).

Topics

Stocks
Stocks :: Mathematical models
Investments
England

Catalogue Data

OBNB ID GBB082970
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 40 p.
P1042 Includes bibliographical references.

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Asset allocation under multivariate regime switching by Massimo Guidolin. Published by Manchester Business School in 2006. Publication and catalogue information, links to buy online and reader comments.