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"Non-linear Tradeoff between Risk and Return: A Regime-switching ..."

Vicent Aragó, Enrique Salvador (2013)

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DOI: 10.1007/978-3-642-38279-6_7

access: closed

type: Conference or Workshop Paper

metadata version: 2020-03-27

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  dblp key:
  - conf/mseem/AragoS13
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Vicent Aragó, Enrique Salvador:
Non-linear Tradeoff between Risk and Return: A Regime-switching Multi-factor Framework. MS 2013: 64-74

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