How Regimes Affect Asset Allocation
Author:
Affiliation:
1. Andrew Ang is associate professor of finance and economics at Columbia Business School, New York City.
2. Geert Bekaert is Leon G. Cooperman Professor of Finance and Economics at Columbia Business School, New York City.
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.2469/faj.v60.n2.2612
Reference18 articles.
1. International Asset Allocation With Regime Shifts
2. Regime Switches in Interest Rates
3. Short rate nonlinearities and regime switches
4. Peso problem explanations for term structure anomalies
5. Capital Market Equilibrium with Restricted Borrowing
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