@article{regimeawareassetallocationastatistical,
  title = {Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach},
  author = {Yizhan Shu and Chenyu Yu and John M. Mulvey},
  year = {2024},
  eprint = {2402.05272},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2402.05272v3},
}