Data · dataset · 2020
Data for: "Portfolio Management under Multiple Regimes: Strategies that Outperform the Market" published by RAC-Revista de Administração Contemporânea
Listed in Teesside University Research Data Repository
The files refer to the paper "Portfolio Management under Multiple Regimes: Strategies that Outperform the Market", published by RAC-Revista de Administração Contemporânea.
Description
The time series were extracted from Economatica(c) database at COPPEAD Graduate School of Business - Federal University of Rio de Janeiro in 2018. The programs were created to solve a dynamic asset allocation problem for a single and multiple regime economy.
The researcher can reproduce our results with these files. The results were promissing and our objective with this research is to open field for a broader application of regime swithing models in asset allocation worldwide.
Links
Where it is published
- DOI doi.org/10.17632/jzypktvvs8.1 ↗
DOI / persistent id · from researchdata tees ac uk
Catalogue records · 1
- OAI-PMH record data.mendeley.com/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai%3Adata… ↗
metadata API · from researchdata tees ac uk
Topics
Provenance · 1 source records, 9 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| Teesside University Research Data Repository | oai:data.mendeley.com/jzypktvvs8.1 | 8 h ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].anzsrc:field:350202 | mapping · researchdata tees ac uk | vocabulary-mapper@1.0.0 | keywords['Finance'] |
| concepts[field].anzsrc:field:400508 | mapping · researchdata tees ac uk | vocabulary-mapper@1.0.0 | keywords['Asset Management'] |
| concepts[field].local:field:earth-environmental | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:economics-finance | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| description | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/description |
| license | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/rights |
| publication_date | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| title | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/title |