European Journal of Finance, pages 1-27

Asset allocation with recursive parameter updating and macroeconomic regime identifiers

Milad Goodarzi 1
, 
CHRISTOPH MEINERDING 2
1
 
Goethe University Frankfurt and Allianz Global Investors
2
 
Deutsche Bundesbank, Research Centre
Publication type: Journal Article
Publication date: 2025-02-25
scimago Q1
wos Q2
SJR: 0.868
CiteScore: 5.4
Impact factor: 2.2
ISSN: 1351847X, 14664364
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