The regime switching portfolios (Q538326): Difference between revisions

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Latest revision as of 02:55, 4 July 2024

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The regime switching portfolios
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    The regime switching portfolios (English)
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    25 May 2011
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    Markov switching model
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    continuous-time regime switching
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    discrete-time regime switching
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    log mean-variance
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    portfolio selection
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    EM algorithm
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