A higher-order hidden Markov chain-modulated model for asset allocation (Q2434780)
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scientific article; zbMATH DE number 6256155
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A higher-order hidden Markov chain-modulated model for asset allocation |
scientific article; zbMATH DE number 6256155 |
Statements
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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0.8672534823417664
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0.8469624519348145
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0.8104291558265686
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0.7874937653541565
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0.7797269821166992
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