Smart Indexing Under Regime-Switching Economic States (Q4994677)
From MaRDI portal
scientific article; zbMATH DE number 7361327
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smart Indexing Under Regime-Switching Economic States |
scientific article; zbMATH DE number 7361327 |
Statements
Smart Indexing Under Regime-Switching Economic States (English)
0 references
21 June 2021
0 references
index-tracking
0 references
smart indexing
0 references
portfolio optimization
0 references
risk functions
0 references
regime-switching uncertainty
0 references
hidden Markov models
0 references
actively-managed funds
0 references
0 references
