Structural breaks and portfolio performance in global equity markets

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

2 Scopus Citations
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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)909-922
Journal / PublicationQuantitative Finance
Volume15
Issue number6
Publication statusPublished - 3 Jun 2015
Externally publishedYes

Citation Format(s)

Structural breaks and portfolio performance in global equity markets. / Turtle, Harry J.; Zhang, Chengping.
In: Quantitative Finance, Vol. 15, No. 6, 03.06.2015, p. 909-922.

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review