An examination of HMM-based investment strategies for asset...

Applied Stochastic Models in Business and Industry 2011 Vol. 27; Iss. 3

An examination of HMM-based investment strategies for asset allocation

Christina Erlwein, Rogemar Mamon, Matt Davison
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Volume:
27
Year:
2011
Language:
english
Pages:
18
DOI:
10.1002/asmb.820
File:
PDF, 344 KB
english, 2011
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