2026-10-15T16:23:09Z https://data.mendeley.com/oai

oai:data.mendeley.com/jzypktvvs8.1 2020-02-11T14:31:31Z

Lewin, Marcelo Data for: "Portfolio Management under Multiple Regimes: Strategies that Outperform the Market" published by RAC-Revista de Administração Contemporânea Mendeley Data The files refer to the paper "Portfolio Management under Multiple Regimes: Strategies that Outperform the Market", published by RAC-Revista de Administração Contemporânea. 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. Finance Regime Switching Asset Management Campani, Carlos Heitor Dataset doi:10.17632/jzypktvvs8.1 oai:data.mendeley.com/jzypktvvs8.1 Creative Commons Attribution 4.0 International http://creativecommons.org/licenses/by/4.0 https://data.mendeley.com/datasets/jzypktvvs8 2020-02-11T14:31:31Z