Asset allocation and regime switching on Croatian financial market
It has been known for quite some time now that financial markets exhibit changes in regimes over time. A majority of the literature tends to support that financial markets undergo regimes of bull and bear markets. This characteristic should be modeled in a proper way as investors are always interest...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Croatian Operational Research Society
2016-12-01
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| Series: | Croatian Operational Research Review |
| Subjects: | |
| Online Access: | http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=257098&lang=en |