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

European Financial Management

Volumn 9, Issue 2, 2003, Pages 179-200

  Graflund, Andreas ^a   Nilsson, Birger ^b  

^a Nordea Investment Management   (Sweden)

^b LUND UNIVERSITY   (Sweden)

Author keywords

C15; C32; Dynamic portfolio selection; G11; G15; Intertemporal hedging; Regime switching

Indexed keywords

EID: 85014443229     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/1468-036X.00215     Document Type: Article

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