Guidolin, Massimo (contributor); Hyde, Stuart (contributor) - 2008 - Rev.
-variance portfolio weights and document that a regime switching
framework produces out-of-sample portfolio performance that outperforms … receive an optimal
weight that fails to reflect the “Tiger”, emerging-like recent performance of the Irish economy. On the … out-of-sample performance of
portfolio strategies that rely on different statistical models. Section 5 concludes.
2 …