Publisher
Springer International Publishing
Reference39 articles.
1. Ang, A., & Timmermann, A. (2012). Regime changes and financial markets. Annual Review of Financial Economics, 4(1), 313–337.
2. Ang, A., & Bekaert, G. (2004). How regimes affect asset allocation. Financial Analysts Journal, 60(2), 86–99.
3. Arust, R. (2017). Adding corporate bonds to the foreign reserve portfolio. In R. Pringle & N. Carver (Eds.), HSBC reserve management trends 2017. Risk books. London: Central Banking Publications.
4. Bailey, D. H., & de Prado, M. L. (2012). Balanced baskets: A new approach to trading and hedging risks. The Journal of Investment Strategies, 1(4), 21–62.
5. Baitinger, E., & Papenbrock, J. (2017). Interconnectedness risk and active portfolio management: The information-theoretic perspective.
https://doi.org/10.2139/ssrn.2909839
.