Long-term strategic asset allocation with inflation risk and regime switching (Q4911230)
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scientific article; zbMATH DE number 6144877
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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