Dynamic asset allocation for varied financial markets under regime switching framework (Q2514717)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic asset allocation for varied financial markets under regime switching framework |
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Dynamic asset allocation for varied financial markets under regime switching framework (English)
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3 February 2015
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investment analysis
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regime identification
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hidden Markov model
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stochastic programming
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portfolio optimization
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