Long-term strategic asset allocation with inflation risk and regime switching (Q4911230): Difference between revisions

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Latest revision as of 07:19, 6 July 2024

scientific article; zbMATH DE number 6144877
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English
Long-term strategic asset allocation with inflation risk and regime switching
scientific article; zbMATH DE number 6144877

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    Long-term strategic asset allocation with inflation risk and regime switching (English)
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    14 March 2013
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    asset allocation
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    inflation
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    regime switching
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    filtering
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    martingale approach
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