Dynamic asset allocation for varied financial markets under regime switching framework (Q2514717)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic asset allocation for varied financial markets under regime switching framework |
scientific article; zbMATH DE number 6395714
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dynamic asset allocation for varied financial markets under regime switching framework |
scientific article; zbMATH DE number 6395714 |
Statements
Dynamic asset allocation for varied financial markets under regime switching framework (English)
0 references
3 February 2015
0 references
investment analysis
0 references
regime identification
0 references
hidden Markov model
0 references
stochastic programming
0 references
portfolio optimization
0 references
0 references
0.7405820488929749
0 references
0.7388120889663696
0 references
0.736973762512207
0 references
0.7369734644889832
0 references
