Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)

De la Torre-Torres, O.; Galeana-Figueroa, E.; Del Río-Rama, M.C.; Alvarez-Garcia, J.

Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)