Article
Regime-Based Versus Static Asset Allocation: Letting the Data Speak
Peter Nystrup, Bo William Hansen, Henrik Madsen and Erik Lindström
The Journal of Portfolio Management Fall 2015, 42 (1) 103-109; DOI: https://doi.org/10.3905/jpm.2015.42.1.103
Peter Nystrup
is an industrial PhD student at Sampension in Hellerup, Denmark and in the department of applied mathematics and computer science, Technical University of Denmark in Lyngby, Denmark.
Bo William Hansen
is the head of investment analysis at Sampension in Hellerup, Denmark.
Henrik Madsen
is a professor and head of the section for dynamical systems in the department of applied mathematics and computer science at Technical University of Denmark in Lyngby, Denmark.
Erik Lindström
is an associate professor at the Centre for Mathematical Sciences, Lund Institute of Technology in Lund, Sweden.
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Regime-Based Versus Static Asset Allocation: Letting the Data Speak
Peter Nystrup, Bo William Hansen, Henrik Madsen, Erik Lindström
The Journal of Portfolio Management Oct 2015, 42 (1) 103-109; DOI: 10.3905/jpm.2015.42.1.103
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