Volume 12, issue 5, November 2011

5 articles in this issue

Regime-switching in financial markets

Authors
- Stephen Satchell
- Content type: Editorial
- Published: 05 October 2011
- Pages: 309 - 309
Markov-switching asset allocation: Do profitable strategies exist?

Authors (first, second and last of 5)
- Jan Bulla
- Sascha Mergner
- Christophe Chesneau
- Content type: Original Article
- Published: 03 March 2011
- Pages: 310 - 321
Regime shifts in mean-variance efficient frontiers: Some international evidence

Authors
- Massimo Guidolin
- Federica Ria
- Content type: Original Article
- Published: 09 June 2011
- Pages: 322 - 349
The interaction of switching and lead-lag effects in equity markets

Authors
- Tariq Haque
- Content type: Original Article
- Published: 10 March 2011
- Pages: 350 - 359
Dynamic strategic asset allocation: Risk and return across the business cycle

Authors
- Pim van Vliet
- David Blitz
- Content type: Original Article
- Published: 28 April 2011
- Pages: 360 - 375