@article{dynamicfactorallocationleveragingregime, title = {Dynamic Factor Allocation Leveraging Regime-Switching Signals}, author = {Yizhan Shu and John M. Mulvey}, year = {2024}, eprint = {2410.14841}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2410.14841v1}, }