Pages that link to "Item:Q3117302"
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The following pages link to Is Regime Switching in Stock Returns Important in Portfolio Decisions? (Q3117302):
Displaying 13 items.
- The regime switching portfolios (Q538326) (← links)
- Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603) (← links)
- Monetary policy and risk-based asset allocation (Q2416230) (← links)
- Portfolio selection in a two-regime world (Q2630104) (← links)
- On the estimation of regime-switching Lévy models (Q2691688) (← links)
- Asset allocation and asset pricing in the face of systemic risk: a literature overview and assessment (Q2892981) (← links)
- When do jumps matter for portfolio optimization? (Q4554219) (← links)
- Smart Indexing Under Regime-Switching Economic States (Q4994677) (← links)
- Time-Varying Risk Aversion and Dynamic Portfolio Allocation (Q5030998) (← links)
- Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (Q5071661) (← links)
- Portfolio selection: should investors include crypto‐assets? A multiobjective approach (Q6080001) (← links)
- Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market (Q6556141) (← links)
- Deep learning for enhanced index tracking (Q6587735) (← links)