Pages that link to "Item:Q1267816"
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The following pages link to An application of hidden Markov models to asset allocation problems (Q1267816):
Displaying 4 items.
- Optimal stock portfolio selection with a multivariate hidden Markov model (Q6108886) (← links)
- Duality in optimal consumption-investment problems with alternative data (Q6565559) (← links)
- Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations (Q6576843) (← links)
- Empirical study on option pricing under Markov regime switching economics (Q6662492) (← links)