@article{dynamicassetallocationwithassetspecific,
  title = {Dynamic Asset Allocation with Asset-Specific Regime Forecasts},
  author = {Yizhan Shu and Chenyu Yu and John M. Mulvey},
  year = {2024},
  eprint = {2406.09578},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2406.09578v2},
}