Long-term strategic asset allocation with inflation risk and regime switching (Q4911230)

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scientific article; zbMATH DE number 6144877
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    Long-term strategic asset allocation with inflation risk and regime switching
    scientific article; zbMATH DE number 6144877

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      Long-term strategic asset allocation with inflation risk and regime switching (English)
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      14 March 2013
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      asset allocation
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      inflation
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      regime switching
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      filtering
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      martingale approach
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