A higher-order hidden Markov chain-modulated model for asset allocation (Q2434780)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A higher-order hidden Markov chain-modulated model for asset allocation |
scientific article |
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A higher-order hidden Markov chain-modulated model for asset allocation (English)
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7 February 2014
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Markov chain
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regime switching
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filtering
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investment strategy
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portfolio performance
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