Dynamic investment strategy with factor models under regime switches (Q2013300)
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scientific article; zbMATH DE number 6761423
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| default for all languages | No label defined |
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| English | Dynamic investment strategy with factor models under regime switches |
scientific article; zbMATH DE number 6761423 |
Statements
Dynamic investment strategy with factor models under regime switches (English)
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17 August 2017
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optimal portfolio
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regime switch
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multi-factor model
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Bellman's equation
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0.8953348
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0.8804467
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0.8765975
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0.87230265
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0.87089413
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0.8695878
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0.8657973
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0.8652624
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0.8647393
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