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Linear predictability vs. bull and bear market models in strategic asset allocation decisions : evidence from UK data

Massimo Guidolin

Publication Data

Title Linear predictability vs. bull and bear market models in strategic asset allocation decisions : evidence from UK data
Author Massimo Guidolin
Contributors Stuart Hyde, Manchester Business School
Publisher Manchester Business School
Publication date 0000
Publication location Manchester

Descriptive Notes

Title from cover.

Topics

Markov processes
Autoregression (Statistics)
Asset allocation :: Great Britain
Portfolio management :: Great Britain

Catalogue Data

OBNB ID GBB397606
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 519.233

ISBD

P1053 46 pages
P1042 Includes bibliographical references.

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Linear predictability vs. bull and bear market models in strategic asset allocation decisions : evidence from UK data by Massimo Guidolin. Published by Manchester Business School. Publication and catalogue information, links to buy online and reader comments.