RT Journal Article SR Electronic T1 State-Dependent Asset Allocation JF The Journal of Portfolio Management FD Institutional Investor Journals SP 57 OP 64 DO 10.3905/jpm.24.2.57 VO 24 IS 2 A1 Roger G. Clarke A1 Harindra de Silva YR 1998 UL https://pm-research.com/content/24/2/57.abstract AB