Dynamic investment strategy with factor models under regime switches (Q2013300): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic investment strategy with factor models under regime switches |
scientific article |
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Dynamic investment strategy with factor models under regime switches (English)
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17 August 2017
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optimal portfolio
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regime switch
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multi-factor model
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Bellman's equation
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