Pages that link to "Item:Q479173"
From MaRDI portal
The following pages link to Strategic asset allocation under a fractional hidden Markov model (Q479173):
Displaying 6 items.
- Strategic asset allocation with switching dependence (Q470426) (← links)
- Nearly-optimal asset allocation in hybrid stock investment models. (Q703185) (← links)
- Strategic asset allocation in a continuous-time VAR model (Q953710) (← links)
- A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
- A higher-order hidden Markov chain-modulated model for asset allocation (Q2434780) (← links)