International Asset Allocation With Regime Shifts

Abstract

Journal Article International Asset Allocation With Regime Shifts Get access Andrew Ang, Andrew Ang Columbia University and National Bureau of Economic Research Address correspondence to Andrew Ang, Columbia Business School, 3022 Broadway, New York, NY 10027, or e-mail: [email protected]. Search for other works by this author on: Oxford Academic Google Scholar Geert Bekaert Geert Bekaert Columbia University and National Bureau of Economic Research Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 15, Issue 4, July 2002, Pages 1137–1187, https://doi.org/10.1093/rfs/15.4.1137 Published: 16 June 2015