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Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon

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Author

Publishing year

2002

Language

English

Publication/Series

Working Papers. Department of Economics, Lund University

Issue

8

Document type

Working paper

Publisher

Department of Economics, Lund University

Topic

  • Economics

Keywords

  • intertemporal hedging
  • dynamic portfolio selection
  • regime switching

Status

Published