Mean-variance optimization with inferred regimes (Q7008518)
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scientific article; zbMATH DE number 8015317
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| default for all languages | No label defined |
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| English | Mean-variance optimization with inferred regimes |
scientific article; zbMATH DE number 8015317 |
Statements
Mean-variance optimization with inferred regimes (English)
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21 March 2025
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mean-variance optimization
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hidden Markov model
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macroeconomic indicators
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regime-switching auto-regressive factors
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regime-switching regression models
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ETF investment
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