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Optimal dynamic futures portfolio in a regime-switching market framework.

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Title: Optimal dynamic futures portfolio in a regime-switching market framework.
Authors: Leung, Tim1 (AUTHOR) timleung@uw.edu, Zhou, Yang1 (AUTHOR) yzhou7@uw.edu
Source: International Journal of Financial Engineering. Dec2019, Vol. 6 Issue 4, pN.PAG-N.PAG. 27p.
Database: Mathematics Source
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PubType: Academic Journal
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  Data: Optimal dynamic futures portfolio in a regime-switching market framework.
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  Data: <searchLink fieldCode="AR" term="%22Leung%2C+Tim%22">Leung, Tim</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> timleung@uw.edu</i><br /><searchLink fieldCode="AR" term="%22Zhou%2C+Yang%22">Zhou, Yang</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> yzhou7@uw.edu</i>
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  Data: <searchLink fieldCode="JN" term="%22International+Journal+of+Financial+Engineering%22">International Journal of Financial Engineering</searchLink>. Dec2019, Vol. 6 Issue 4, pN.PAG-N.PAG. 27p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=141902277
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        Value: 10.1142/S2424786319500348
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        Text: English
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              Text: Dec2019
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