An application of hidden Markov models to asset allocation problems (Q1267816)
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scientific article; zbMATH DE number 1210556
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An application of hidden Markov models to asset allocation problems |
scientific article; zbMATH DE number 1210556 |
Statements
An application of hidden Markov models to asset allocation problems (English)
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9 March 1999
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portfolio selection
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filtering
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parameter estimation
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hidden Markov models
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discrete time asset allocation
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