Dynamic portfolio optimization under regime-based firm strength (Q5416124)
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scientific article; zbMATH DE number 6296771
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| default for all languages | No label defined |
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| English | Dynamic portfolio optimization under regime-based firm strength |
scientific article; zbMATH DE number 6296771 |
Statements
19 May 2014
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stock portfolios
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regime-switching market model
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0.7376909852027893
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0.7376903295516968
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0.7262762784957886
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0.7213678956031799
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0.7199639678001404
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