St. Gallen, CH-9000
Allianz Global Investors
University of St. Gallen - Swiss Institute of Banking and Finance
in Total Papers Downloads
in Total Papers Citations
Regime Switching, Style Investing, Markov Chain Monte Carlo, Tactical Asset Allocation
Regime switching, Style investing, Markov Chain Monte Carlo, Tactical asset allocation
Implied Volatility, Realized Volatility
Implied Volatility, Expected Returns
Wordcount, Text Mining, Market Efficiency, Tactical Asset Allocation
Diversification discount, credit risk
mutual funds, risk taking
Bayesian Model Averaging, Tactical Asset Allocation
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parametric portfolio policy, value investing, momentum
Mutual Funds, Risk Taking, Dynamic Bayesian Network
File name: eufm.
Conditional asset pricing models, tests, Bayesian, Markov Chain Monte Carlo
Conglomerate, diversification, discount, credit risk, limited liability
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