Loading...
The system can't perform the operation now. Try again later.
Citations per year
Duplicate citations
The following articles are merged in Scholar. Their
combined citations
are counted only for the first article.
Merged citations
This "Cited by" count includes citations to the following articles in Scholar. The ones marked
*
may be different from the article in the profile.
Add co-authors
Co-authors
Follow
New articles by this author
New citations to this author
New articles related to this author's research
Email address for updates
Done
My profile
My library
Metrics
Alerts
Settings
Sign in
Sign in
Get my own profile
Cited by
All
Since 2019
Citations
20
20
h-index
3
3
i10-index
1
1
0
20
10
2023
2024
1
19
Co-authors
John Mulvey
Princeton University
Verified email at princeton.edu
Petter Kolm
NYU Courant Institute of Mathematical Sciences
Verified email at nyu.edu
Follow
Yizhan Shu
PhD Candidate,
Princeton University
Verified email at princeton.edu -
Homepage
Regime-Switching Models
Quantitative Finance
Articles
Cited by
Co-authors
Title
Sort
Sort by citations
Sort by year
Sort by title
Cited by
Cited by
Year
Identifying patterns in financial markets: Extending the statistical jump model for regime identification
AO Aydınhan, PN Kolm, JM Mulvey, Y Shu
Annals of Operations Research, 1-37
, 2024
11
2024
Downside risk reduction using regime-switching signals: a statistical jump model approach
Y Shu, C Yu, JM Mulvey
Journal of Asset Management, 1-15
, 2024
6
*
2024
Dynamic asset allocation with asset-specific regime forecasts
Y Shu, C Yu, JM Mulvey
Annals of Operations Research, 1-34
, 2024
3
2024
Dynamic Factor Allocation Leveraging Regime-Switching Signals
Y Shu, JM Mulvey
arXiv preprint arXiv:2410.14841
, 2024
2024
The system can't perform the operation now. Try again later.
Articles 1–4
Show more
Privacy
Terms
Help
About Scholar
Search help