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]
@inproceedings{SongCZS12,
title = {Asset Allocation under Regime-Switching Models},
author = {Na Song and Wai-Ki Ching and Dong-Mei Zhu and Tak Kuen Siu},
year = {2012},
doi = {10.1109/BIFE.2012.38},
url = {http://dx.doi.org/10.1109/BIFE.2012.38},
researchr = {https://researchr.org/publication/SongCZS12},
cites = {0},
citedby = {0},
pages = {144-148},
booktitle = {Fifth International Conference on Business Intelligence and Financial Engineering, BIFE 2012, Lanzhou, Gansu, China, August 18-21, 2012},
editor = {Lean Yu and Guoxing Zhang and Shouyang Wang},
publisher = {IEEE},
isbn = {978-1-4673-2092-4},
}