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Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei, Lu, Jiejun, Ching, Wai-Ki, Siu, Tak-KuenLanguage:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2017.07.006
Date:
July, 2017
File:
PDF, 858 KB
english, 2017