Micahel Suen

affiliation not provided to SSRN

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Scholarly Papers (1)

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Timing the Value Style Index in a Markov Regime-Switching Model

Journal of Investment Managment (JOIM), First Quarter, 2012
Posted: 24 May 2012
Hany Guirguis, Ted Theodore and Micahel Suen
Manhattan College, affiliation not provided to SSRN and affiliation not provided to SSRN

Abstract:

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Equity style timing, regime-switching, investor behavior, market timing, style investment