Modeling Style Rotation: Switching and Re-switching
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DOI: 10.1515/jtse-2012-0028
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References listed on IDEAS
- Edward Golosov & S.E. Satchell, 2012. "Modeling Style Rotation: Switching and Re-Switching," Birkbeck Working Papers in Economics and Finance 1203, Birkbeck, Department of Economics, Mathematics & Statistics.
- Angela J Black & Bin Mao & David G McMillan, 2009. "The value premium and economic activity: Long-run evidence from the United States," Journal of Asset Management, Palgrave Macmillan, vol. 10(5), pages 305-317, December.
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Keywords
market dynamics; asset prices; style rotation;All these keywords.
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