Optimal allocation of a futures portfolio utilizing numerical market phase detection (Q3055871)
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scientific article; zbMATH DE number 5814403
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| English | Optimal allocation of a futures portfolio utilizing numerical market phase detection |
scientific article; zbMATH DE number 5814403 |
Statements
Optimal Allocation of a Futures Portfolio Utilizing Numerical Market Phase Detection (English)
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10 November 2010
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economic time series analysis
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portfolio optimization
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investment
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regression
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market phases
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clustering
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0.6792259216308594
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0.6731182336807251
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0.6615025401115417
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0.661095380783081
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0.6608657836914062
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