Dynamic asset allocation with asset-specific regime forecasts (Q7008523)
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scientific article; zbMATH DE number 8015315
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic asset allocation with asset-specific regime forecasts |
scientific article; zbMATH DE number 8015315 |
Statements
Dynamic asset allocation with asset-specific regime forecasts (English)
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21 March 2025
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Markowitz
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asset allocation
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portfolio optimization
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financial market regimes
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regime identification
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regime forecasting
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statistical jump models
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mean-variance
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