Regime Shifts: Implications for Dynamic Strategies (corrected)-Reference-Cited by-同舟云学术

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Regime Shifts: Implications for Dynamic Strategies (corrected)

Published:2012-05 Issue:3 Volume:68 Page:22-39
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Kritzman Mark¹,Page Sébastien²,Turkington David³

Affiliation:

1. Mark Kritzman, CFA, is president and CEO of Windham Capital Management, Boston.

2. Sébastien Page, CFA, is executive vice president at PIMCO, Newport Beach, California.

3. David Turkington, CFA, is managing director at State Street Global Markets, Cambridge, Massachusetts.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v68.n3.3

Reference21 articles.

1. International Asset Allocation With Regime Shifts

2. How Regimes Affect Asset Allocation

3. Asymmetric correlations of equity portfolios

4. A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains

5. Portfolio of Risk Premia: A New Approach to Diversification

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