Multi-period Optimal Asset Allocation with Regime-Conditional Risk

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Wanderci Alves Bitencourt, Robert Aldo Iquiapaza
DOI: 10.2139/ssrn.6249312
Cited by: 0

Fields of Study & Subjects

Risk and Portfolio Optimization Financial Risk and Volatility Modeling Financial Markets and Investment Strategies

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint