Monetary policy and risk-based asset allocation (Q2416230)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monetary policy and risk-based asset allocation |
scientific article |
Statements
Monetary policy and risk-based asset allocation (English)
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23 May 2019
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monetary policy
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hidden Markov model
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co-movement
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minimum variance
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equal risk contribution
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