Nearly-Optimal Asset Allocation in Hybrid Stock Investment Models

By Qing Zhang, George Yin. 2004

64 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1b13b0654998c6065e947d02678356750d42a45d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Abel Cadenillas
2. Luz R. Sotomayor

In Finance

1. Abel Cadenillas
2. Luz R. Sotomayor

Citations in the corpus

• EXPLICIT SOLUTIONS OF CONSUMPTION‐INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (2009, background): “Zhang and Yin (2004) study nearly optimal strategies in a financial market with regime switching.”