Data for: "Portfolio Management under Multiple Regimes: Strategies that Outperform the Market" published by RAC-Revista de Administração Contemporânea
| Main Author: | Lewin, Marcelo |
|---|---|
| Other Authors: | Campani, Carlos Heitor |
| Format: | Dataset |
| Terbitan: |
Mendeley
, 2020
|
| Subjects: | |
| Online Access: |
https:/data.mendeley.com/datasets/jzypktvvs8 |
Daftar Isi:
- The files refer to the paper "Portfolio Management under Multiple Regimes: Strategies that Outperform the Market", published by RAC-Revista de Administração Contemporânea. The time series were extracted from Economatica(c) database at COPPEAD Graduate School of Business - Federal University of Rio de Janeiro in 2018. The programs were created to solve a dynamic asset allocation problem for a single and multiple regime economy. The researcher can reproduce our results with these files. The results were promissing and our objective with this research is to open field for a broader application of regime swithing models in asset allocation worldwide.