Using Markov-Switching models in Italian, British, U.S. and Mexican equity portfolios: A performance test

Article

Abstract: In this paper we test the use of Markov Switching models in equity trading strategies, following Bro

Palabras claves:

Active portfolio management, Automated trading strategy, Markov Switching Models, Warning systems

Autores:

Galeana-Figueroa E., José Álvarez-García, la Torre-Torres O.D.

Fuentes:

scopus