Portfolio Strategies and Estimation in a Hidden Markov...

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SSRN Electronic Journal 2016

Portfolio Strategies and Estimation in a Hidden Markov Model Using State Dependent, State Independent or No Correlation

Erlwein-Sayer, Christina, Grimm, Stefanie, Sass, JJrn, Sayer, Tilman
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Year:
2016
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2876807
File:
PDF, 684 KB
english, 2016
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