Filter‐based portfolio strategies in an HMM setting with...

  • Main
  • 2019 / 11
  • Filter‐based portfolio strategies in an HMM setting with...
Applied Stochastic Models in Business and Industry 2019 / 11

Filter‐based portfolio strategies in an HMM setting with varying correlation parametrizations

Erlwein‐Sayer, Christina, Grimm, Stefanie, Ruckdeschel, Peter, Sass, Jörn, Sayer, Tilman
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
Applied Stochastic Models in Business and Industry
DOI:
10.1002/asmb.2491
Date:
November, 2019
File:
PDF, 1.21 MB
english, 2019
Conversion to is in progress
Conversion to is failed