Dynamic investment strategy with factor models under regime switches (Q2013300): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 18:15, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Dynamic investment strategy with factor models under regime switches |
scientific article |
Statements
Dynamic investment strategy with factor models under regime switches (English)
0 references
17 August 2017
0 references
optimal portfolio
0 references
regime switch
0 references
multi-factor model
0 references
Bellman's equation
0 references