Is Regime Switching in Stock Returns Important in Portfolio Decisions?

Jun Tu
Jun Tu
[email protected]
Lee Kong Chian School of Business, Singapore Management University, Singapore 178899
Search for more papers by this author

Jun Tu

[email protected]

Lee Kong Chian School of Business, Singapore Management University, Singapore 178899

Search for more papers by this author

Published Online:28 May 2010https://doi.org/10.1287/mnsc.1100.1181

Supplemental Material

mnsc.1100.1181-sm-ec.pdf (346 KB)

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Volume 56, Issue 7

July 2010

Pages iv-1215

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Received:November 07, 2007
Accepted:February 07, 2010
Published Online:May 28, 2010

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Jun Tu, (2010) Is Regime Switching in Stock Returns Important in Portfolio Decisions?. Management Science 56(7):1198-1215.

https://doi.org/10.1287/mnsc.1100.1181

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Is Regime Switching in Stock Returns Important in Portfolio Decisions?

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Volume 56, Issue 7

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