An examination of HMM-based investment strategies for asset allocation (Q2862422)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An examination of HMM-based investment strategies for asset allocation |
scientific article |
Statements
An examination of HMM-based investment strategies for asset allocation (English)
0 references
15 November 2013
0 references
multivariate HMM filtering method
0 references
regime switching model
0 references
portfolio choice
0 references
Sharpe ratio
0 references
investment
0 references
trading strategy
0 references
0 references
