Asset Allocation under Regime-Switching Models

Na Song, Wai-Ki Ching, Dong-Mei Zhu, Tak Kuen Siu. Asset Allocation under Regime-Switching Models. In Lean Yu, Guoxing Zhang, Shouyang Wang, editors, Fifth International Conference on Business Intelligence and Financial Engineering, BIFE 2012, Lanzhou, Gansu, China, August 18-21, 2012. pages 144-148, IEEE, 2012. [doi]

Authors

Na Song

This author has not been identified. Look up 'Na Song' in Google

Wai-Ki Ching

This author has not been identified. Look up 'Wai-Ki Ching' in Google

Dong-Mei Zhu

This author has not been identified. Look up 'Dong-Mei Zhu' in Google

Tak Kuen Siu

This author has not been identified. Look up 'Tak Kuen Siu' in Google