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Regime Shifts: Implications for Dynamic Strategies
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  • 2018Multi-period portfolio selection with drawdown control59 cited
  • 2018When Diversification Fails57 cited
  • 2014Emerging market sovereign bond spreads and shifts in global market sentiment56 cited
  • 2014Regime Shifts and Stock Return Predictability52 cited
  • 2015Hidden Markov Model for Stock Selection48 cited
  • 2018Risk parity portfolio optimization under a Markov regime-switching framework47 cited
  • 2015Regime-Based Versus Static Asset Allocation: Letting the Data Speak39 cited
  • 2011What Makes Stock Prices Move? Fundamentals vs. Investor Recognition39 cited
  • 2017Evaluating the Shariah-compliance of equity portfolios: The weighting method matters38 cited
  • 2020Time series momentum and macroeconomic risk33 cited
  • 2017Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple Assets29 cited
  • 2019Macro-financial regimes and performance of Shariah-compliant equity portfolios28 cited
  • 2020Conditional Volatility Targeting25 cited

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