The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models

Emmanouil Platanakis, Athanasios Sakkas, Charles Sutcliffe
  • Applied Economics Letters, June 2018, Taylor & Francis
  • DOI: 10.1080/13504851.2018.1486984

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http://dx.doi.org/10.1080/13504851.2018.1486984

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