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From Regime Detection to Decision Rules: A Data-Driven Macro-Financial CVaR Framework for European Multi-Asset Portfolios.

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Title: From Regime Detection to Decision Rules: A Data-Driven Macro-Financial CVaR Framework for European Multi-Asset Portfolios.
Authors: Martín-Lunas, Jorge Grube1 (AUTHOR), Lazcano, Ana1 (AUTHOR), Sandubete, Julio E.1 (AUTHOR) je.sandubete@ufv.es
Source: Economies. Jul2026, Vol. 14 Issue 7, p268. 22p.
Database: Business Source Ultimate
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ISSN:22277099
DOI:10.3390/economies14070268